+77.9%
TEM vs SPG
+71.9%
+6.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -5.4% |
| 7D | -5.9% | +2.0% | -7.8% | -7.6% |
| 30D | +4.8% | +17.2% | -12.4% | -11.0% |
| 3M | +31.9% | +6.3% | +25.6% | +23.7% |
| 6M | +56.0% | +18.7% | +37.3% | +26.8% |
| YTD | +21.3% | +30.1% | -8.8% | -13.7% |
| 1Y | +5.4% | +32.8% | -27.4% | -27.2% |
| All | +77.9% | +71.9% | +6.0% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling