+77.9%
TEM vs ROP
-10.8%
+88.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.4% | -6.1% | -6.0% |
| 7D | -5.9% | +0.7% | -6.6% | -6.4% |
| 30D | +4.8% | +28.8% | -24.0% | -15.5% |
| 3M | +31.9% | +21.1% | +10.8% | +11.9% |
| 6M | +56.0% | +52.5% | +3.5% | +1.4% |
| YTD | +21.3% | +8.9% | +12.4% | +18.4% |
| 1Y | +5.4% | +8.2% | -2.8% | +3.5% |
| All | +77.9% | -10.8% | +88.7% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling