+64.9%
TEM vs SN
+21.1%
+43.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.7% | +5.3% | +6.8% |
| 7D | +5.3% | +7.2% | -1.9% | +2.6% |
| 30D | +8.1% | +20.4% | -12.3% | +1.2% |
| 3M | +64.9% | +23.9% | +41.0% | +52.6% |
| All | +64.9% | +21.1% | +43.8% | +52.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling