+7.0%
AGG vs TEM
+47.5%
-40.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -1.1% | -8.7% | +7.6% | -1.0% |
| 30D | -1.1% | +8.1% | -9.2% | -1.2% |
| 3M | -1.9% | +19.0% | -20.9% | -2.1% |
| 6M | -1.7% | +12.0% | -13.7% | -1.9% |
| YTD | -1.3% | -0.1% | -1.2% | -1.4% |
| 1Y | -0.7% | -33.5% | +32.8% | -0.8% |
| All | +7.0% | +47.5% | -40.5% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling