+60.5%
TEM vs SNAP
-64.7%
+125.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +4.0% | +1.7% |
| 7D | +0.9% | +0.7% | +0.2% | +0.4% |
| 30D | +38.4% | +2.6% | +35.7% | +35.7% |
| 3M | +23.7% | -9.9% | +33.5% | +27.3% |
| 6M | +26.0% | +1.9% | +24.1% | +22.4% |
| YTD | +9.4% | -32.2% | +41.7% | +25.3% |
| 1Y | -17.3% | -22.8% | +5.6% | -11.8% |
| All | +60.5% | -64.7% | +125.3% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 all: compounded portfolio wealth divided by compounded SNAP 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…
all analysis · Full analysis span regression · 6 months rolling