+44.9%
SPY vs TEM
+60.7%
-15.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +0.5% | +3.2% | -2.7% | +0.3% |
| 30D | -0.9% | +23.5% | -24.5% | -2.9% |
| 3M | +3.9% | +32.3% | -28.4% | +1.0% |
| 6M | +14.5% | +23.0% | -8.5% | +11.4% |
| YTD | +12.9% | +8.9% | +4.0% | +10.6% |
| 1Y | +19.4% | -19.9% | +39.2% | +19.2% |
| All | +44.9% | +60.7% | -15.8% | +34.2% |
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