+100.1%
TEM vs SFM
-35.0%
+135.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.2% |
| 7D | +3.5% | -6.9% | +10.4% | +5.8% |
| 30D | +13.5% | -25.0% | +38.5% | +22.4% |
| 3M | +46.3% | -42.7% | +89.0% | +73.7% |
| 6M | +61.5% | -41.0% | +102.5% | +86.3% |
| YTD | +36.4% | -38.7% | +75.1% | +51.4% |
| 1Y | +12.2% | -38.1% | +50.3% | +23.2% |
| All | +100.1% | -35.0% | +135.1% | +204.6% |
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