-34.8%
ACN vs TEM
+60.7%
-95.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.1% |
| 7D | -4.8% | +3.2% | -8.1% | -5.0% |
| 30D | +1.9% | +23.5% | -21.6% | 0.0% |
| 3M | +3.9% | +32.3% | -28.4% | +1.0% |
| 6M | -15.0% | +23.0% | -38.0% | -17.2% |
| YTD | -31.9% | +8.9% | -40.8% | -33.1% |
| 1Y | -28.5% | -19.9% | -8.6% | -28.7% |
| All | -34.8% | +60.7% | -95.5% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling