+59.7%
TEM vs SPMO
+76.0%
-16.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -1.3% |
| 7D | +3.2% | +3.4% | -0.1% | -2.1% |
| 30D | +23.5% | +0.5% | +23.0% | +22.0% |
| 3M | +32.3% | +1.9% | +30.4% | +22.7% |
| 6M | +23.0% | +27.8% | -4.8% | -28.4% |
| YTD | +8.9% | +26.7% | -17.8% | -35.4% |
| 1Y | -19.9% | +28.9% | -48.8% | -53.9% |
| All | +59.7% | +76.0% | -16.2% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling