+97.3%
TEM vs UL
+12.1%
+85.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.4% |
| 7D | +5.1% | -1.7% | +6.8% | +5.1% |
| 30D | +16.8% | +4.5% | +12.3% | +16.3% |
| 3M | +42.6% | +5.5% | +37.2% | +41.7% |
| 6M | +63.9% | +17.0% | +46.9% | +61.1% |
| YTD | +34.5% | +3.2% | +31.3% | +33.4% |
| 1Y | +11.0% | -1.9% | +12.9% | +11.5% |
| All | +97.3% | +12.1% | +85.2% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling