+5.4%
TEM vs TLN
+1.6%
+3.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.8% | -2.9% | -4.9% |
| 7D | -5.9% | +11.0% | -16.9% | -8.3% |
| 30D | +4.8% | +4.9% | -0.1% | +3.2% |
| 3M | +31.9% | +4.9% | +27.0% | +29.2% |
| 6M | +56.0% | +7.1% | +48.9% | +50.5% |
| YTD | +21.3% | +0.3% | +20.9% | +15.3% |
| 1Y | +5.4% | +5.9% | -0.5% | -2.0% |
| All | +5.4% | +1.6% | +3.8% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling