+12.2%
TEM vs SFM
-38.0%
+50.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.6% |
| 7D | +3.5% | -6.9% | +10.4% | +3.7% |
| 30D | +13.5% | -25.0% | +38.5% | +13.4% |
| 3M | +46.3% | -42.7% | +89.0% | +48.1% |
| 6M | +61.5% | -41.0% | +102.5% | +62.4% |
| YTD | +36.4% | -38.7% | +75.1% | +33.8% |
| 1Y | +12.2% | -38.1% | +50.3% | +10.9% |
| All | +12.2% | -38.0% | +50.2% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling