-10.5%
TEM vs SPG
+34.3%
-44.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.7% | -3.1% |
| 7D | -1.3% | +8.2% | -9.5% | -2.2% |
| 30D | -9.5% | +13.5% | -23.0% | -11.1% |
| 3M | +60.7% | +2.2% | +58.5% | +60.1% |
| 6M | +35.5% | +15.9% | +19.6% | +30.1% |
| YTD | +28.0% | +27.6% | +0.5% | +16.8% |
| 1Y | -10.5% | +30.9% | -41.5% | -19.6% |
| All | -10.5% | +34.3% | -44.8% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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