-22.9%
SPOT vs TEM
-15.5%
-7.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -0.9% | +0.9% | -1.8% | -1.0% |
| 30D | +12.5% | +38.4% | -25.9% | +7.6% |
| 3M | +9.9% | +23.7% | -13.8% | +6.0% |
| 6M | +1.6% | +26.0% | -24.4% | -3.1% |
| YTD | -6.6% | +9.4% | -16.0% | -11.0% |
| 1Y | -22.9% | -17.3% | -5.7% | -26.0% |
| All | -22.9% | -15.5% | -7.4% | -26.0% |
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 · 6 months rolling