+109.8%
TEM vs ROP
-12.3%
+122.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.1% | +11.8% |
| 7D | +7.6% | -1.6% | +9.2% | +8.3% |
| 30D | +19.0% | +29.5% | -10.5% | -4.7% |
| 3M | +62.2% | +17.5% | +44.7% | +40.8% |
| 6M | +69.4% | +38.1% | +31.3% | +22.4% |
| YTD | +43.0% | +7.0% | +36.0% | +41.4% |
| 1Y | +18.0% | +6.5% | +11.5% | +17.0% |
| All | +109.8% | -12.3% | +122.1% | +209.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling