-70.4%
TEMT vs SPY
+31.7%
-102.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.6% | -8.0% | -5.4% |
| 7D | -18.2% | -2.0% | -16.2% | -8.6% |
| 30D | +1.0% | -1.7% | +2.7% | +12.2% |
| 3M | +14.7% | +4.7% | +9.9% | -5.5% |
| 6M | -9.2% | +12.5% | -21.7% | -44.9% |
| YTD | -38.6% | +11.7% | -50.3% | -61.2% |
| 1Y | -70.4% | +17.5% | -87.9% | -85.3% |
| All | -70.4% | +31.7% | -102.1% | -92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling