+52.2%
TEM vs SN
+117.4%
-65.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -2.8% |
| 7D | -1.1% | -3.4% | +2.3% | +0.9% |
| 30D | +11.3% | -9.1% | +20.4% | +17.0% |
| 3M | +25.5% | +31.8% | -6.2% | +5.4% |
| 6M | +17.1% | +52.0% | -34.9% | -10.5% |
| YTD | +3.8% | +51.3% | -47.5% | -21.3% |
| 1Y | -24.4% | +46.9% | -71.2% | -42.1% |
| All | +52.2% | +117.4% | -65.1% | -6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling