+46.1%
SE vs TEM
+53.2%
-7.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.7% | +0.6% | -3.4% |
| 7D | -3.6% | -1.1% | -2.6% | -3.5% |
| 30D | -5.3% | +11.3% | -16.6% | -7.3% |
| 3M | +28.1% | +25.5% | +2.6% | +22.7% |
| 6M | +20.7% | +17.1% | +3.5% | +16.0% |
| YTD | -14.8% | +3.8% | -18.6% | -16.8% |
| 1Y | -43.6% | -24.4% | -19.2% | -43.1% |
| All | +46.1% | +53.2% | -7.1% | +32.5% |
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 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