-44.2%
SE vs TEM
-28.1%
-16.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | 0.0% |
| 7D | -4.8% | -9.2% | +4.4% | -2.6% |
| 30D | -18.1% | +5.5% | -23.6% | -20.1% |
| 3M | +30.6% | +18.7% | +11.9% | +22.3% |
| 6M | +20.8% | +15.4% | +5.4% | +12.5% |
| YTD | -15.6% | -0.5% | -15.1% | -18.7% |
| 1Y | -44.2% | -24.8% | -19.4% | -43.2% |
| All | -44.2% | -28.1% | -16.1% | -43.2% |
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