-17.3%
TEM vs ROP
-21.5%
+4.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +1.2% |
| 7D | +0.9% | -4.4% | +5.3% | +2.6% |
| 30D | +38.4% | +3.2% | +35.1% | +37.0% |
| 3M | +23.7% | +23.1% | +0.6% | +13.2% |
| 6M | +26.0% | +13.3% | +12.7% | +19.4% |
| YTD | +9.4% | -7.9% | +17.3% | +7.7% |
| 1Y | -17.3% | -22.1% | +4.8% | -11.9% |
| All | -17.3% | -21.5% | +4.2% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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