+77.9%
TEM vs RUN
-37.1%
+115.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.3% | -6.9% | -5.9% |
| 7D | -5.9% | -13.5% | +7.7% | -3.6% |
| 30D | +4.8% | +18.3% | -13.5% | +1.4% |
| 3M | +31.9% | -12.5% | +44.4% | +33.9% |
| 6M | +56.0% | -40.3% | +96.3% | +67.2% |
| YTD | +21.3% | -53.1% | +74.4% | +31.8% |
| 1Y | +5.4% | -54.3% | +59.7% | +14.8% |
| All | +77.9% | -37.1% | +115.0% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling