+87.9%
TEM vs SW
+8.2%
+79.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.1% | -6.9% | -5.1% |
| 7D | -1.3% | +12.1% | -13.4% | -7.8% |
| 30D | -9.5% | +6.6% | -16.1% | -13.3% |
| 3M | +60.7% | -6.0% | +66.7% | +66.5% |
| 6M | +35.5% | +21.5% | +14.0% | +17.3% |
| YTD | +28.0% | +20.3% | +7.7% | +4.2% |
| 1Y | -10.5% | +28.1% | -38.7% | -31.5% |
| All | +87.9% | +8.2% | +79.7% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling