+59.7%
TEM vs AA
+39.9%
+19.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -2.1% |
| 7D | +3.2% | +1.7% | +1.6% | +2.4% |
| 30D | +23.5% | +3.3% | +20.2% | +22.0% |
| 3M | +32.3% | -29.4% | +61.7% | +51.8% |
| 6M | +23.0% | -12.8% | +35.8% | +24.3% |
| YTD | +8.9% | -2.1% | +11.0% | +1.2% |
| 1Y | -19.9% | +62.8% | -82.6% | -45.5% |
| All | +59.7% | +39.9% | +19.8% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling