+68.0%
SPOT vs TEM
+47.5%
+20.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -3.1% | -8.7% | +5.6% | -2.3% |
| 30D | +7.4% | +8.1% | -0.7% | +6.1% |
| 3M | +8.2% | +19.0% | -10.8% | +5.6% |
| 6M | +2.2% | +12.0% | -9.8% | -0.2% |
| YTD | -9.5% | -0.1% | -9.4% | -11.0% |
| 1Y | -23.8% | -33.5% | +9.7% | -23.0% |
| All | +68.0% | +47.5% | +20.4% | +62.9% |
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