-33.5%
TEM vs SPMO
+24.6%
-58.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | -0.1% |
| 7D | -8.7% | -0.9% | -7.7% | -7.8% |
| 30D | +8.1% | -1.9% | +10.0% | +10.0% |
| 3M | +19.0% | -1.4% | +20.4% | +17.4% |
| 6M | +12.0% | +25.5% | -13.5% | -23.6% |
| YTD | -0.1% | +24.8% | -24.9% | -31.0% |
| 1Y | -33.5% | +24.5% | -58.0% | -53.5% |
| All | -33.5% | +24.6% | -58.2% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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