+63.9%
TEM vs SFM
-39.0%
+102.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.8% | -1.3% |
| 7D | +5.1% | -7.1% | +12.1% | +4.9% |
| 30D | +16.8% | -21.4% | +38.2% | +15.0% |
| 3M | +42.6% | -40.1% | +82.7% | +39.7% |
| 6M | +63.9% | -38.0% | +101.9% | +61.2% |
| All | +63.9% | -39.0% | +102.9% | +61.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling