-10.5%
TEM vs SW
+29.5%
-40.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.1% | -6.9% | -3.6% |
| 7D | -1.3% | +12.1% | -13.4% | -3.5% |
| 30D | -9.5% | +6.6% | -16.1% | -10.7% |
| 3M | +60.7% | -6.0% | +66.7% | +62.4% |
| 6M | +35.5% | +21.5% | +14.0% | +34.2% |
| YTD | +28.0% | +20.3% | +7.7% | +20.7% |
| 1Y | -10.5% | +28.1% | -38.7% | -18.0% |
| All | -10.5% | +29.5% | -40.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling