-17.3%
TEM vs ACGL
+4.8%
-22.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | -0.9% |
| 7D | +0.9% | -0.7% | +1.7% | +0.5% |
| 30D | +38.4% | -1.0% | +39.4% | +37.9% |
| 3M | +23.7% | +11.0% | +12.6% | +29.0% |
| 6M | +26.0% | -0.3% | +26.3% | +25.9% |
| YTD | +9.4% | +2.3% | +7.2% | +11.0% |
| 1Y | -17.3% | +6.4% | -23.7% | -14.8% |
| All | -17.3% | +4.8% | -22.1% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling