+46.6%
TEM vs ACI
-35.0%
+81.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.8% | +0.7% |
| 7D | -8.7% | -3.7% | -4.9% | -9.0% |
| 30D | +8.1% | +0.6% | +7.5% | +8.1% |
| 3M | +19.0% | -20.3% | +39.3% | +17.5% |
| 6M | +12.0% | -24.7% | +36.7% | +10.4% |
| YTD | -0.1% | -27.2% | +27.2% | -1.3% |
| 1Y | -33.5% | -32.7% | -0.8% | -34.3% |
| All | +46.6% | -35.0% | +81.6% | +32.1% |
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