-85.6%
SMR vs TEM
-11.1%
-74.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -2.9% |
| 7D | -9.5% | -1.3% | -8.2% | -9.3% |
| 30D | -33.2% | -9.5% | -23.7% | -30.7% |
| 3M | -45.9% | +60.7% | -106.6% | -64.3% |
| 6M | -57.9% | +35.5% | -93.4% | -69.0% |
| YTD | -63.8% | +28.0% | -91.8% | -72.9% |
| 1Y | -85.6% | -10.5% | -75.1% | -84.0% |
| All | -85.6% | -11.1% | -74.5% | -84.0% |
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