+67.1%
SPOT vs TEM
+53.2%
+13.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -0.7% |
| 7D | -6.5% | -1.1% | -5.4% | -6.4% |
| 30D | +2.2% | +11.3% | -9.1% | +0.7% |
| 3M | +5.4% | +25.5% | -20.1% | +2.4% |
| 6M | -4.0% | +17.1% | -21.1% | -6.6% |
| YTD | -9.9% | +3.8% | -13.7% | -11.7% |
| 1Y | -27.3% | -24.4% | -2.9% | -27.3% |
| All | +67.1% | +53.2% | +13.9% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling