+88.5%
TEM vs ACGL
+16.7%
+71.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.5% | -4.5% |
| 7D | +7.8% | -1.2% | +9.0% | +8.0% |
| 30D | +11.2% | +12.8% | -1.5% | +7.3% |
| 3M | +39.0% | +12.3% | +26.7% | +33.8% |
| 6M | +61.6% | +15.8% | +45.8% | +52.1% |
| YTD | +28.5% | +13.9% | +14.6% | +20.4% |
| 1Y | +6.7% | +19.0% | -12.3% | -3.0% |
| All | +88.5% | +16.7% | +71.8% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling