+88.9%
TEM vs TLN
+192.7%
-103.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.1% | +0.9% | +5.3% |
| 7D | +5.3% | -1.3% | +6.6% | +5.5% |
| 30D | +8.1% | -10.5% | +18.6% | +12.2% |
| 3M | +64.9% | +0.1% | +64.8% | +61.5% |
| 6M | +42.1% | -17.4% | +59.6% | +48.7% |
| YTD | +28.8% | -9.7% | +38.4% | +26.1% |
| 1Y | +5.5% | -12.3% | +17.7% | +4.3% |
| All | +88.9% | +192.7% | -103.7% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling