+52.2%
TEM vs ROL
-25.4%
+77.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -4.2% |
| 7D | -1.1% | -3.3% | +2.2% | +0.4% |
| 30D | +11.3% | -7.2% | +18.5% | +14.8% |
| 3M | +25.5% | -27.0% | +52.5% | +43.6% |
| 6M | +17.1% | -39.5% | +56.6% | +48.3% |
| YTD | +3.8% | -41.8% | +45.6% | +33.7% |
| 1Y | -24.4% | -38.9% | +14.5% | -5.9% |
| All | +52.2% | -25.4% | +77.7% | +64.9% |
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