-70.1%
TEMT vs SPY
+32.8%
-102.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | -3.4% |
| 7D | -17.1% | -0.8% | -16.3% | -13.3% |
| 30D | +6.3% | -1.1% | +7.4% | +14.3% |
| 3M | +14.5% | +3.9% | +10.7% | -1.2% |
| 6M | -14.2% | +13.6% | -27.8% | -50.6% |
| YTD | -37.8% | +12.7% | -50.5% | -62.5% |
| 1Y | -76.4% | +17.5% | -93.9% | -88.4% |
| All | -70.1% | +32.8% | -102.9% | -93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling