+107.5%
SOXX vs TEM
-25.7%
+133.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +1.4% | -8.7% | +10.1% | +3.3% |
| 30D | -3.6% | +8.1% | -11.6% | -5.8% |
| 3M | -10.2% | +19.0% | -29.2% | -15.3% |
| 6M | +54.2% | +12.0% | +42.2% | +45.5% |
| YTD | +75.2% | -0.1% | +75.3% | +68.4% |
| 1Y | +107.5% | -33.5% | +141.0% | +125.5% |
| All | +107.5% | -25.7% | +133.2% | +125.5% |
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 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