-19.9%
TEM vs SN
+48.4%
-68.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +23.5% | -5.6% | +29.1% | +25.5% |
| 3M | +32.3% | +48.1% | -15.8% | +16.4% |
| 6M | +23.0% | +57.6% | -34.6% | +5.6% |
| YTD | +8.9% | +56.5% | -47.6% | -6.7% |
| 1Y | -19.9% | +52.6% | -72.4% | -31.9% |
| All | -19.9% | +48.4% | -68.3% | -31.9% |
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