+59.7%
TEM vs SPY
+45.4%
+14.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.9% |
| 7D | +3.2% | +0.5% | +2.7% | +1.8% |
| 30D | +23.5% | -0.9% | +24.5% | +26.9% |
| 3M | +32.3% | +3.9% | +28.4% | +20.5% |
| 6M | +23.0% | +14.5% | +8.5% | -12.2% |
| YTD | +8.9% | +12.9% | -4.0% | -19.3% |
| 1Y | -19.9% | +19.4% | -39.2% | -48.2% |
| All | +59.7% | +45.4% | +14.3% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling