-70.2%
SMR vs TEM
-28.1%
-42.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.4% | -2.9% |
| 7D | +4.7% | -9.2% | +13.9% | +11.3% |
| 30D | +3.2% | +5.5% | -2.2% | -2.6% |
| 3M | +9.9% | +18.7% | -8.8% | -7.3% |
| 6M | -15.1% | +15.4% | -30.5% | -27.7% |
| YTD | -27.9% | -0.5% | -27.4% | -32.0% |
| 1Y | -70.2% | -24.8% | -45.4% | -64.7% |
| All | -70.2% | -28.1% | -42.1% | -64.7% |
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