+100.1%
TEM vs ACI
-28.2%
+128.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.8% | -4.5% |
| 7D | +3.5% | -0.6% | +4.1% | +3.5% |
| 30D | +13.5% | +9.5% | +4.0% | +14.3% |
| 3M | +46.3% | +10.1% | +36.2% | +47.4% |
| 6M | +61.5% | -15.4% | +76.9% | +60.6% |
| YTD | +36.4% | -19.5% | +55.9% | +35.8% |
| 1Y | +12.2% | -21.0% | +33.2% | +11.7% |
| All | +100.1% | -28.2% | +128.3% | +81.8% |
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