-0.6%
SE vs TEM
+98.6%
-99.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.5% |
| 7D | -7.7% | +5.1% | -12.8% | -8.4% |
| 30D | -22.8% | +16.8% | -39.7% | -24.7% |
| 3M | -43.7% | +42.6% | -86.4% | -47.3% |
| 6M | -12.8% | +63.9% | -76.7% | -20.5% |
| YTD | -42.0% | +34.5% | -76.5% | -46.0% |
| 1Y | -48.0% | +11.0% | -59.0% | -50.5% |
| All | -0.6% | +98.6% | -99.2% | -13.9% |
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