+42.2%
SBUX vs TEM
+79.0%
-36.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.7% | +5.5% | +0.2% |
| 7D | +1.6% | -5.9% | +7.4% | +2.0% |
| 30D | +14.8% | +4.8% | +10.0% | +14.2% |
| 3M | -0.8% | +31.9% | -32.7% | -3.9% |
| 6M | +2.2% | +56.0% | -53.8% | -3.0% |
| YTD | +29.5% | +21.3% | +8.2% | +24.7% |
| 1Y | +27.0% | +5.4% | +21.6% | +23.8% |
| All | +42.2% | +79.0% | -36.8% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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