+109.8%
TEM vs SN
+194.7%
-84.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.9% | +8.1% | +9.4% |
| 7D | +7.6% | +7.6% | 0.0% | +3.3% |
| 30D | +19.0% | +24.1% | -5.0% | +5.4% |
| 3M | +62.2% | +23.7% | +38.5% | +42.9% |
| 6M | +69.4% | +105.5% | -36.2% | +9.4% |
| YTD | +43.0% | +105.1% | -62.1% | -9.0% |
| 1Y | +18.0% | +148.3% | -130.3% | -33.8% |
| All | +109.8% | +194.7% | -84.9% | +8.7% |
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