+46.6%
TEM vs UL
+5.7%
+40.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.4% |
| 7D | -8.7% | -3.4% | -5.3% | -8.3% |
| 30D | +8.1% | +0.5% | +7.6% | +8.0% |
| 3M | +19.0% | +7.2% | +11.8% | +18.0% |
| 6M | +12.0% | -3.1% | +15.1% | +12.6% |
| YTD | -0.1% | -2.7% | +2.6% | -0.3% |
| 1Y | -33.5% | -10.2% | -23.3% | -31.9% |
| All | +46.6% | +5.7% | +40.9% | +31.5% |
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