+121.5%
SLV vs TEM
+61.6%
+59.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +0.9% | -1.2% | -0.4% |
| 30D | +6.7% | +38.4% | -31.7% | +4.3% |
| 3M | -10.7% | +23.7% | -34.3% | -12.2% |
| 6M | -20.6% | +26.0% | -46.6% | -22.3% |
| YTD | -7.1% | +9.4% | -16.6% | -8.5% |
| 1Y | +62.0% | -17.3% | +79.3% | +60.7% |
| All | +121.5% | +61.6% | +59.9% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling