+19.6%
TEM vs SARO
-21.9%
+41.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -3.9% |
| 7D | -1.1% | +0.6% | -1.7% | -1.5% |
| 30D | +11.3% | -14.5% | +25.8% | +24.1% |
| 3M | +25.5% | -5.3% | +30.8% | +26.9% |
| 6M | +17.1% | -15.3% | +32.4% | +28.1% |
| YTD | +3.8% | -15.6% | +19.3% | +14.0% |
| 1Y | -24.4% | -9.1% | -15.3% | -22.9% |
| All | +19.6% | -21.9% | +41.4% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling