-24.4%
TEM vs ACI
-35.6%
+11.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.4% | -2.3% | -4.9% |
| 7D | -1.1% | -5.0% | +4.0% | -1.6% |
| 30D | +11.3% | -2.3% | +13.6% | +11.0% |
| 3M | +25.5% | -23.2% | +48.7% | +22.8% |
| 6M | +17.1% | -29.5% | +46.6% | +14.2% |
| YTD | +3.8% | -28.6% | +32.4% | +2.0% |
| 1Y | -24.4% | -34.0% | +9.7% | -20.9% |
| All | -24.4% | -35.6% | +11.3% | -20.9% |
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