+21.8%
SO vs TEM
+60.7%
-38.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +1.0% | +3.2% | -2.2% | +1.0% |
| 30D | -3.2% | +23.5% | -26.7% | -3.1% |
| 3M | -1.7% | +32.3% | -34.0% | -1.5% |
| 6M | -7.2% | +23.0% | -30.2% | -7.0% |
| YTD | +4.6% | +8.9% | -4.3% | +4.7% |
| 1Y | +1.2% | -19.9% | +21.1% | +1.4% |
| All | +21.8% | +60.7% | -38.9% | +22.9% |
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