-10.5%
TEM vs SNY
+2.7%
-13.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.7% | -7.5% | -4.0% |
| 7D | -1.3% | +12.4% | -13.7% | -4.4% |
| 30D | -9.5% | +20.1% | -29.7% | -14.2% |
| 3M | +60.7% | +11.2% | +49.5% | +57.2% |
| 6M | +35.5% | +9.5% | +26.0% | +31.3% |
| YTD | +28.0% | +3.4% | +24.7% | +23.5% |
| 1Y | -10.5% | +2.0% | -12.5% | -13.8% |
| All | -10.5% | +2.7% | -13.2% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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