+46.6%
TEM vs SNY
+0.7%
+45.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -8.7% | -3.3% | -5.4% | -7.4% |
| 30D | +8.1% | -2.2% | +10.2% | +9.2% |
| 3M | +19.0% | -3.0% | +22.0% | +20.3% |
| 6M | +12.0% | +2.7% | +9.3% | +10.6% |
| YTD | -0.1% | -6.8% | +6.8% | +2.3% |
| 1Y | -33.5% | -5.3% | -28.3% | -32.9% |
| All | +46.6% | +0.7% | +45.9% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling