+88.5%
TEM vs SPY
+44.1%
+44.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -3.5% |
| 7D | +7.8% | +3.3% | +4.5% | -0.6% |
| 30D | +11.2% | -2.7% | +13.9% | +19.9% |
| 3M | +39.0% | -1.7% | +40.7% | +46.3% |
| 6M | +61.6% | +3.1% | +58.6% | +51.5% |
| YTD | +28.5% | +11.9% | +16.6% | -2.2% |
| 1Y | +6.7% | +12.0% | -5.2% | -18.5% |
| All | +88.5% | +44.1% | +44.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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