+45.9%
TEM vs SPMO
+72.5%
-26.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -1.2% |
| 7D | -9.2% | +0.1% | -9.2% | -9.3% |
| 30D | +5.5% | -0.7% | +6.2% | +6.3% |
| 3M | +18.7% | +2.8% | +15.9% | +8.0% |
| 6M | +15.4% | +24.4% | -9.0% | -29.6% |
| YTD | -0.5% | +24.2% | -24.7% | -39.1% |
| 1Y | -24.8% | +24.5% | -49.3% | -53.9% |
| All | +45.9% | +72.5% | -26.6% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling