+77.9%
TEM vs SN
+190.7%
-112.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.8% | -8.5% | -7.3% |
| 7D | -5.9% | +1.5% | -7.4% | -6.6% |
| 30D | +4.8% | +21.5% | -16.7% | -6.0% |
| 3M | +31.9% | +20.0% | +11.8% | +18.2% |
| 6M | +56.0% | +119.9% | -63.9% | -3.3% |
| YTD | +21.3% | +102.3% | -81.1% | -22.2% |
| 1Y | +5.4% | +148.0% | -142.6% | -40.9% |
| All | +77.9% | +190.7% | -112.8% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling