+100.1%
TEM vs ABCL
+275.3%
-175.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | +3.5% | +2.3% | +1.2% | +2.6% |
| 30D | +13.5% | -0.7% | +14.2% | +13.3% |
| 3M | +46.3% | +33.4% | +12.9% | +26.1% |
| 6M | +61.5% | +137.8% | -76.3% | -1.3% |
| YTD | +36.4% | +264.3% | -227.9% | -35.8% |
| 1Y | +12.2% | +209.2% | -197.0% | -42.4% |
| All | +100.1% | +275.3% | -175.2% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling