+73.5%
SLV vs TEM
+90.1%
-16.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -0.7% |
| 7D | +5.1% | +5.3% | -0.2% | +4.6% |
| 30D | -12.9% | +8.1% | -21.0% | -13.5% |
| 3M | -16.1% | +64.9% | -81.0% | -19.3% |
| 6M | -33.2% | +42.1% | -75.3% | -35.3% |
| YTD | -27.2% | +28.8% | -56.0% | -29.4% |
| 1Y | +7.6% | +5.5% | +2.1% | +4.9% |
| All | +73.5% | +90.1% | -16.6% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling