+43.7%
SPYM vs TEM
+46.9%
-3.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.3% |
| 7D | -2.0% | -9.2% | +7.2% | -1.3% |
| 30D | -1.6% | +5.5% | -7.1% | -2.4% |
| 3M | +4.7% | +18.7% | -14.0% | +2.7% |
| 6M | +12.6% | +15.4% | -2.8% | +10.1% |
| YTD | +11.8% | -0.5% | +12.3% | +10.3% |
| 1Y | +17.5% | -24.8% | +42.4% | +17.9% |
| All | +43.7% | +46.9% | -3.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling