+63.9%
TEM vs SBAC
-11.7%
+75.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.4% |
| 7D | +5.1% | -2.8% | +7.8% | +4.9% |
| 30D | +16.8% | +3.1% | +13.7% | +17.2% |
| 3M | +42.6% | +5.1% | +37.5% | +44.7% |
| 6M | +63.9% | -11.4% | +75.3% | +85.2% |
| All | +63.9% | -11.7% | +75.6% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 6mo: compounded portfolio wealth divided by compounded SBAC 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…
6mo analysis · Full analysis span regression · 6 months rolling