-46.2%
SE vs TEM
+3.5%
-49.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.7% | +6.8% | +2.2% |
| 7D | -0.5% | -5.9% | +5.4% | +0.5% |
| 30D | -20.9% | +4.8% | -25.7% | -22.1% |
| 3M | -38.9% | +31.9% | -70.8% | -44.6% |
| 6M | -19.4% | +56.0% | -75.4% | -31.5% |
| YTD | -40.9% | +21.3% | -62.2% | -46.8% |
| 1Y | -46.2% | +5.4% | -51.6% | -49.3% |
| All | -46.2% | +3.5% | -49.7% | -49.3% |
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