-48.8%
SE vs TEM
-11.1%
-37.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.8% | +7.3% | +5.0% |
| 7D | +6.7% | -1.3% | +8.0% | +6.8% |
| 30D | -17.2% | -9.5% | -7.7% | -16.0% |
| 3M | -28.0% | +60.7% | -88.7% | -38.0% |
| 6M | -6.1% | +35.5% | -41.6% | -15.8% |
| YTD | -37.1% | +28.0% | -65.2% | -43.9% |
| 1Y | -48.8% | -10.5% | -38.3% | -49.5% |
| All | -48.8% | -11.1% | -37.7% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling