-32.0%
ACN vs TEM
+61.6%
-93.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.3% | -3.3% |
| 7D | -1.5% | +0.9% | -2.4% | -1.6% |
| 30D | +9.4% | +38.4% | -29.0% | +6.4% |
| 3M | +5.6% | +23.7% | -18.0% | +3.2% |
| 6M | -9.3% | +26.0% | -35.2% | -11.8% |
| YTD | -29.0% | +9.4% | -38.4% | -30.3% |
| 1Y | -24.7% | -17.3% | -7.4% | -25.0% |
| All | -32.0% | +61.6% | -93.6% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling