+60.5%
TEM vs SFM
+8.3%
+52.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -1.2% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +38.4% | -4.4% | +42.7% | +39.9% |
| 3M | +23.7% | +1.5% | +22.1% | +20.7% |
| 6M | +26.0% | +6.5% | +19.5% | +17.6% |
| YTD | +9.4% | +2.2% | +7.3% | +3.7% |
| 1Y | -17.3% | -41.9% | +24.6% | +12.4% |
| All | +60.5% | +8.3% | +52.2% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling