+77.9%
TEM vs ACI
-28.8%
+106.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.7% |
| 7D | -5.9% | +2.3% | -8.1% | -5.7% |
| 30D | +4.8% | +1.2% | +3.6% | +5.0% |
| 3M | +31.9% | +6.8% | +25.1% | +32.7% |
| 6M | +56.0% | -18.7% | +74.7% | +54.8% |
| YTD | +21.3% | -20.2% | +41.5% | +20.7% |
| 1Y | +5.4% | -23.7% | +29.1% | +4.6% |
| All | +77.9% | -28.8% | +106.6% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling