+77.9%
TEM vs SPY
+43.6%
+34.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -4.7% |
| 7D | -5.9% | +2.6% | -8.4% | -11.6% |
| 30D | +4.8% | -2.0% | +6.8% | +11.0% |
| 3M | +31.9% | -2.8% | +34.7% | +42.9% |
| 6M | +56.0% | +2.1% | +53.9% | +50.0% |
| YTD | +21.3% | +11.5% | +9.8% | -6.8% |
| 1Y | +5.4% | +13.5% | -8.1% | -22.4% |
| All | +77.9% | +43.6% | +34.3% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling