+52.2%
TEM vs SPY
+44.8%
+7.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -3.5% |
| 7D | -1.1% | -0.4% | -0.7% | 0.0% |
| 30D | +11.3% | -1.4% | +12.7% | +15.8% |
| 3M | +25.5% | +3.7% | +21.8% | +14.9% |
| 6M | +17.1% | +13.0% | +4.1% | -13.3% |
| YTD | +3.8% | +12.4% | -8.6% | -22.1% |
| 1Y | -24.4% | +18.5% | -42.9% | -50.2% |
| All | +52.2% | +44.8% | +7.5% | -12.5% |
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