-10.5%
TEM vs SN
+156.5%
-167.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.1% | -6.9% | -4.3% |
| 7D | -1.3% | +10.6% | -11.9% | -4.9% |
| 30D | -9.5% | +20.0% | -29.5% | -15.3% |
| 3M | +60.7% | +30.4% | +30.3% | +45.2% |
| 6M | +35.5% | +91.0% | -55.5% | +6.0% |
| YTD | +28.0% | +95.9% | -67.9% | -3.2% |
| 1Y | -10.5% | +158.9% | -169.4% | -31.6% |
| All | -10.5% | +156.5% | -167.0% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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