-10.5%
TEM vs AA
+13.9%
-24.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.6% | -3.5% |
| 7D | -1.3% | +0.9% | -2.2% | -1.5% |
| 30D | -9.5% | -6.4% | -3.1% | -8.0% |
| 3M | +60.7% | -13.0% | +73.7% | +67.7% |
| 6M | +35.5% | -34.6% | +70.1% | +44.9% |
| YTD | +28.0% | -23.0% | +51.1% | +23.5% |
| 1Y | -10.5% | +16.0% | -26.5% | -27.0% |
| All | -10.5% | +13.9% | -24.4% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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