+60.5%
TEM vs SITM
+390.1%
-329.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -2.0% |
| 7D | +0.9% | +9.7% | -8.8% | -2.0% |
| 30D | +38.4% | +12.7% | +25.7% | +30.0% |
| 3M | +23.7% | -13.4% | +37.1% | +24.9% |
| 6M | +26.0% | +59.6% | -33.6% | -4.0% |
| YTD | +9.4% | +73.3% | -63.9% | -21.7% |
| 1Y | -17.3% | +165.5% | -182.8% | -53.5% |
| All | +60.5% | +390.1% | -329.6% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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