+44.3%
SPY vs TEM
+53.2%
-8.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | -0.1% |
| 7D | -0.4% | -1.1% | +0.7% | -0.3% |
| 30D | -1.4% | +11.3% | -12.7% | -2.5% |
| 3M | +3.7% | +25.5% | -21.8% | +1.2% |
| 6M | +13.0% | +17.1% | -4.1% | +10.3% |
| YTD | +12.4% | +3.8% | +8.6% | +10.5% |
| 1Y | +18.5% | -24.4% | +42.9% | +18.9% |
| All | +44.3% | +53.2% | -8.9% | +34.1% |
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