+109.8%
TEM vs ABCL
+276.5%
-166.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.2% | +5.8% | +8.5% |
| 7D | +7.6% | +12.4% | -4.8% | +1.5% |
| 30D | +19.0% | -0.4% | +19.4% | +18.6% |
| 3M | +62.2% | +80.4% | -18.1% | +17.6% |
| 6M | +69.4% | +138.5% | -69.2% | +3.3% |
| YTD | +43.0% | +265.5% | -222.5% | -32.8% |
| 1Y | +18.0% | +219.7% | -201.7% | -40.5% |
| All | +109.8% | +276.5% | -166.7% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling