+5.4%
TEM vs SM
+84.2%
-78.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.5% | -5.7% |
| 7D | -5.9% | +9.4% | -15.2% | -4.7% |
| 30D | +4.8% | -14.4% | +19.2% | +3.2% |
| 3M | +31.9% | +1.6% | +30.3% | +32.8% |
| 6M | +56.0% | +6.3% | +49.6% | +60.3% |
| YTD | +21.3% | +78.8% | -57.5% | +19.3% |
| 1Y | +5.4% | +83.1% | -77.8% | +4.4% |
| All | +5.4% | +84.2% | -78.9% | +4.4% |
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