+45.9%
TEM vs RUN
-37.1%
+83.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.8% |
| 7D | -9.2% | -3.4% | -5.8% | -8.6% |
| 30D | +5.5% | -14.0% | +19.4% | +8.1% |
| 3M | +18.7% | -27.5% | +46.2% | +24.6% |
| 6M | +15.4% | -29.0% | +44.4% | +21.0% |
| YTD | -0.5% | -53.1% | +52.6% | +8.9% |
| 1Y | -24.8% | -46.7% | +21.9% | -19.5% |
| All | +45.9% | -37.1% | +83.1% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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