+7.6%
ACN vs TEM
+10.9%
-3.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | -4.0% | +5.1% | -9.1% | -4.2% |
| 30D | +19.0% | +16.8% | +2.2% | +17.8% |
| 3M | +42.2% | +42.6% | -0.4% | +34.9% |
| 6M | +50.1% | +63.9% | -13.8% | +39.1% |
| YTD | -2.7% | +34.5% | -37.2% | -5.9% |
| 1Y | +7.6% | +11.0% | -3.4% | +4.1% |
| All | +7.6% | +10.9% | -3.3% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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