+5.4%
TEM vs SPG
+33.2%
-27.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -5.6% |
| 7D | -5.9% | +2.0% | -7.8% | -6.1% |
| 30D | +4.8% | +17.2% | -12.4% | +2.7% |
| 3M | +31.9% | +6.3% | +25.6% | +30.8% |
| 6M | +56.0% | +18.7% | +37.3% | +49.6% |
| YTD | +21.3% | +30.1% | -8.8% | +11.9% |
| 1Y | +5.4% | +32.8% | -27.4% | -3.4% |
| All | +5.4% | +33.2% | -27.8% | -3.4% |
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