+60.5%
TEM vs SM
-17.1%
+77.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +0.6% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +38.4% | +26.3% | +12.1% | +30.4% |
| 3M | +23.7% | +8.7% | +15.0% | +20.3% |
| 6M | +26.0% | +51.7% | -25.7% | +5.6% |
| YTD | +9.4% | +99.0% | -89.6% | -19.0% |
| 1Y | -17.3% | +34.6% | -51.9% | -27.8% |
| All | +60.5% | -17.1% | +77.7% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling