+100.1%
TEM vs ROL
-16.6%
+116.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | +3.5% | +3.4% | +0.1% | +2.6% |
| 30D | +13.5% | +20.8% | -7.2% | +7.8% |
| 3M | +46.3% | +3.7% | +42.5% | +46.7% |
| 6M | +61.5% | -27.7% | +89.2% | +91.2% |
| YTD | +36.4% | -34.9% | +71.3% | +70.9% |
| 1Y | +12.2% | -33.3% | +45.5% | +38.0% |
| All | +100.1% | -16.6% | +116.7% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling