+109.8%
TEM vs ROL
-16.3%
+126.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.1% | +9.0% | +10.5% |
| 7D | +7.6% | +7.5% | +0.1% | +5.5% |
| 30D | +19.0% | +21.1% | -2.1% | +13.0% |
| 3M | +62.2% | +3.1% | +59.1% | +63.1% |
| 6M | +69.4% | -27.4% | +96.8% | +100.3% |
| YTD | +43.0% | -34.7% | +77.7% | +79.0% |
| 1Y | +18.0% | -32.9% | +50.9% | +44.8% |
| All | +109.8% | -16.3% | +126.1% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling