+24.7%
SMR vs TEM
+46.9%
-22.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.4% | -3.7% |
| 7D | +4.7% | -9.2% | +13.9% | +9.2% |
| 30D | +3.2% | +5.5% | -2.2% | -0.4% |
| 3M | +9.9% | +18.7% | -8.8% | -0.2% |
| 6M | -15.1% | +15.4% | -30.5% | -21.9% |
| YTD | -27.9% | -0.5% | -27.4% | -29.3% |
| 1Y | -70.2% | -24.8% | -45.4% | -67.3% |
| All | +24.7% | +46.9% | -22.2% | +10.5% |
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