+5.5%
TEM vs ACGL
+22.6%
-17.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.0% | +11.0% | +6.1% |
| 7D | +5.3% | +0.9% | +4.4% | +5.8% |
| 30D | +8.1% | +13.7% | -5.6% | +17.0% |
| 3M | +64.9% | +8.0% | +56.8% | +74.2% |
| 6M | +42.1% | +13.3% | +28.9% | +55.3% |
| YTD | +28.8% | +11.8% | +16.9% | +39.1% |
| 1Y | +5.5% | +22.2% | -16.7% | +20.8% |
| All | +5.5% | +22.6% | -17.1% | +20.8% |
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