+97.3%
TEM vs SFM
-32.7%
+130.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.8% | -2.5% |
| 7D | +5.1% | -7.1% | +12.1% | +7.5% |
| 30D | +16.8% | -21.4% | +38.2% | +23.9% |
| 3M | +42.6% | -40.1% | +82.7% | +66.7% |
| 6M | +63.9% | -38.0% | +101.9% | +85.5% |
| YTD | +34.5% | -36.5% | +71.1% | +47.7% |
| 1Y | +11.0% | -35.2% | +46.2% | +19.6% |
| All | +97.3% | -32.7% | +130.1% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling