+5.2%
SSPC vs TEM
+51.3%
-46.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.8% | +10.6% | +6.5% |
| 7D | +11.8% | -1.3% | +13.1% | +11.8% |
| 30D | +44.7% | -9.5% | +54.2% | +42.1% |
| 3M | -40.7% | +60.7% | -101.4% | -10.8% |
| All | +5.2% | +51.3% | -46.1% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling