+119.8%
SLV vs TEM
+60.7%
+59.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | +2.5% | +3.2% | -0.7% | +2.3% |
| 30D | +3.3% | +23.5% | -20.3% | +1.7% |
| 3M | -3.6% | +32.3% | -35.9% | -5.6% |
| 6M | -21.8% | +23.0% | -44.8% | -23.4% |
| YTD | -7.8% | +8.9% | -16.7% | -9.1% |
| 1Y | +58.3% | -19.9% | +78.1% | +57.2% |
| All | +119.8% | +60.7% | +59.1% | +116.6% |
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