+88.5%
TEM vs UL
+12.6%
+76.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.8% | -4.5% |
| 7D | +7.8% | -2.5% | +10.2% | +7.8% |
| 30D | +11.2% | +5.7% | +5.6% | +10.6% |
| 3M | +39.0% | +7.0% | +32.0% | +37.9% |
| 6M | +61.6% | +16.1% | +45.6% | +59.1% |
| YTD | +28.5% | +3.6% | +24.9% | +27.4% |
| 1Y | +6.7% | -1.4% | +8.1% | +7.2% |
| All | +88.5% | +12.6% | +76.0% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling