+60.5%
TEM vs TLN
+174.0%
-113.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.8% | -1.6% |
| 7D | +0.9% | +7.1% | -6.2% | -2.0% |
| 30D | +38.4% | -3.9% | +42.3% | +40.5% |
| 3M | +23.7% | -16.2% | +39.8% | +31.6% |
| 6M | +26.0% | -5.8% | +31.8% | +26.2% |
| YTD | +9.4% | -15.4% | +24.9% | +12.3% |
| 1Y | -17.3% | -16.7% | -0.6% | -14.7% |
| All | +60.5% | +174.0% | -113.4% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling