+111.7%
SOXX vs TEM
+47.5%
+64.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +1.4% | -8.7% | +10.1% | +2.8% |
| 30D | -3.6% | +8.1% | -11.6% | -5.4% |
| 3M | -10.2% | +19.0% | -29.2% | -13.7% |
| 6M | +54.2% | +12.0% | +42.2% | +48.4% |
| YTD | +75.2% | -0.1% | +75.3% | +70.9% |
| 1Y | +107.5% | -33.5% | +141.0% | +114.2% |
| All | +111.7% | +47.5% | +64.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling