+88.9%
TEM vs ACI
-30.3%
+119.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.4% | +11.4% | +7.7% |
| 7D | +5.3% | -2.2% | +7.5% | +5.2% |
| 30D | +8.1% | +10.3% | -2.2% | +8.9% |
| 3M | +64.9% | +7.2% | +57.7% | +65.9% |
| 6M | +42.1% | -18.0% | +60.2% | +41.0% |
| YTD | +28.8% | -22.0% | +50.8% | +28.0% |
| 1Y | +5.5% | -23.4% | +28.9% | +4.7% |
| All | +88.9% | -30.3% | +119.3% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling