+12.2%
TEM vs ROL
-32.6%
+44.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.7% |
| 7D | +3.5% | +3.4% | +0.1% | +3.9% |
| 30D | +13.5% | +20.8% | -7.2% | +16.1% |
| 3M | +46.3% | +3.7% | +42.5% | +52.1% |
| 6M | +61.5% | -27.7% | +89.2% | +77.8% |
| YTD | +36.4% | -34.9% | +71.3% | +57.5% |
| 1Y | +12.2% | -33.3% | +45.5% | +28.1% |
| All | +12.2% | -32.6% | +44.8% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling