-64.2%
TEMT vs SPY
+33.1%
-97.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +2.2% |
| 7D | +6.6% | +0.5% | +6.1% | +3.7% |
| 30D | +38.8% | -0.9% | +39.8% | +47.6% |
| 3M | +42.7% | +3.9% | +38.8% | +21.5% |
| 6M | +4.0% | +14.5% | -10.5% | -43.0% |
| YTD | -25.6% | +12.9% | -38.5% | -55.8% |
| 1Y | -65.9% | +19.4% | -85.2% | -84.6% |
| All | -64.2% | +33.1% | -97.3% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling