-10.5%
TEM vs SM
+70.4%
-80.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -15.3% | +12.5% | -4.4% |
| 7D | -1.3% | -21.5% | +20.2% | -3.9% |
| 30D | -9.5% | -11.4% | +1.9% | -10.7% |
| 3M | +60.7% | +0.6% | +60.1% | +60.9% |
| 6M | +35.5% | +0.2% | +35.2% | +38.0% |
| YTD | +28.0% | +69.7% | -41.6% | +23.9% |
| 1Y | -10.5% | +71.6% | -82.1% | -13.2% |
| All | -10.5% | +70.4% | -80.9% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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