+88.5%
TEM vs ABCL
+250.0%
-161.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -3.1% |
| 7D | +7.8% | +4.4% | +3.3% | +5.8% |
| 30D | +11.2% | -7.9% | +19.1% | +15.2% |
| 3M | +39.0% | +12.2% | +26.8% | +30.5% |
| 6M | +61.6% | +134.7% | -73.1% | -0.7% |
| YTD | +28.5% | +239.8% | -211.2% | -37.4% |
| 1Y | +6.7% | +192.7% | -186.0% | -43.8% |
| All | +88.5% | +250.0% | -161.5% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling