+88.9%
TEM vs SM
-31.9%
+120.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.0% | +7.0% | +7.8% |
| 7D | +5.3% | -25.9% | +31.2% | +12.1% |
| 30D | +8.1% | -15.1% | +23.2% | +11.0% |
| 3M | +64.9% | +4.9% | +60.0% | +59.9% |
| 6M | +42.1% | +6.1% | +36.0% | +34.2% |
| YTD | +28.8% | +63.4% | -34.6% | -1.6% |
| 1Y | +5.5% | +72.5% | -67.0% | -21.9% |
| All | +88.9% | -31.9% | +120.9% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling