+100.1%
TEM vs AA
+8.4%
+91.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.4% | -0.2% | -2.6% |
| 7D | +3.5% | +1.2% | +2.3% | +3.2% |
| 30D | +13.5% | -5.0% | +18.6% | +16.5% |
| 3M | +46.3% | -22.2% | +68.5% | +64.2% |
| 6M | +61.5% | -36.3% | +97.9% | +92.0% |
| YTD | +36.4% | -24.2% | +60.6% | +42.4% |
| 1Y | +12.2% | +3.9% | +8.3% | -2.8% |
| All | +100.1% | +8.4% | +91.7% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling