-62.5%
SPCH vs TEM
+43.2%
-105.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.7% | +4.0% | +1.3% |
| 7D | +6.5% | -5.9% | +12.4% | +9.8% |
| 30D | -21.8% | +4.8% | -26.6% | -22.5% |
| 3M | -14.9% | +31.9% | -46.8% | -27.7% |
| All | -62.5% | +43.2% | -105.7% | -71.0% |
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 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 · Available span rolling