-14.8%
SKHY vs TEM
+20.5%
-35.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.8% | -2.3% | -4.2% |
| 7D | -13.1% | -1.3% | -11.8% | -12.7% |
| 30D | -26.6% | -9.5% | -17.1% | -24.9% |
| 3M | -7.3% | +60.7% | -68.0% | -30.7% |
| All | -14.8% | +20.5% | -35.3% | -19.8% |
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 · Available span rolling