+77.9%
TEM vs SPYG
+46.4%
+31.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.7% | -3.9% |
| 7D | -5.9% | +2.3% | -8.2% | -9.6% |
| 30D | +4.8% | -6.5% | +11.3% | +19.8% |
| 3M | +31.9% | -6.8% | +38.7% | +52.0% |
| 6M | +56.0% | -3.1% | +59.1% | +67.7% |
| YTD | +21.3% | +8.0% | +13.2% | +5.3% |
| 1Y | +5.4% | +10.2% | -4.8% | -11.8% |
| All | +77.9% | +46.4% | +31.5% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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