+97.3%
TEM vs SPG
+73.2%
+24.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +5.1% | +2.7% | +2.3% | +2.5% |
| 30D | +16.8% | +16.6% | +0.3% | -0.2% |
| 3M | +42.6% | +8.1% | +34.5% | +31.5% |
| 6M | +63.9% | +19.3% | +44.6% | +32.2% |
| YTD | +34.5% | +31.1% | +3.4% | -5.0% |
| 1Y | +11.0% | +32.8% | -21.8% | -23.1% |
| All | +97.3% | +73.2% | +24.1% | -13.9% |
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