-10.5%
TEM vs SARO
-7.8%
-2.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.6% |
| 7D | -1.3% | +15.8% | -17.1% | -7.1% |
| 30D | -9.5% | +22.2% | -31.7% | -16.8% |
| 3M | +60.7% | -16.2% | +76.9% | +74.7% |
| 6M | +35.5% | +4.6% | +30.9% | +25.2% |
| YTD | +28.0% | -10.4% | +38.4% | +33.5% |
| 1Y | -10.5% | -6.5% | -4.0% | -10.0% |
| All | -10.5% | -7.8% | -2.7% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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 · 6 months rolling