+59.7%
TEM vs ROL
-24.5%
+84.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.6% |
| 7D | +3.2% | -3.4% | +6.7% | +4.8% |
| 30D | +23.5% | -6.9% | +30.5% | +27.2% |
| 3M | +32.3% | -24.6% | +56.9% | +48.9% |
| 6M | +23.0% | -39.5% | +62.6% | +56.1% |
| YTD | +8.9% | -41.1% | +50.0% | +39.5% |
| 1Y | -19.9% | -37.9% | +18.1% | -1.1% |
| All | +59.7% | -24.5% | +84.3% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling