+52.2%
TEM vs RUN
-35.9%
+88.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.6% | -0.1% | -3.9% |
| 7D | -1.1% | -1.8% | +0.7% | -0.8% |
| 30D | +11.3% | -10.8% | +22.1% | +13.4% |
| 3M | +25.5% | -30.2% | +55.7% | +32.4% |
| 6M | +17.1% | -22.3% | +39.5% | +21.1% |
| YTD | +3.8% | -52.2% | +56.0% | +13.2% |
| 1Y | -24.4% | -45.1% | +20.7% | -19.4% |
| All | +52.2% | -35.9% | +88.2% | +22.2% |
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