+11.0%
TEM vs ACI
-23.0%
+34.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.5% |
| 7D | +5.1% | -5.3% | +10.4% | +4.7% |
| 30D | +16.8% | +5.0% | +11.8% | +17.2% |
| 3M | +42.6% | +7.5% | +35.1% | +43.4% |
| 6M | +63.9% | -16.0% | +79.9% | +62.5% |
| YTD | +34.5% | -20.6% | +55.2% | +35.3% |
| 1Y | +11.0% | -23.5% | +34.5% | +13.1% |
| All | +11.0% | -23.0% | +34.0% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling