+59.7%
TEM vs ACI
-34.7%
+94.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.8% |
| 7D | +3.2% | -2.6% | +5.8% | +3.0% |
| 30D | +23.5% | +1.1% | +22.4% | +23.6% |
| 3M | +32.3% | -23.6% | +56.0% | +30.3% |
| 6M | +23.0% | -29.9% | +53.0% | +21.0% |
| YTD | +8.9% | -26.9% | +35.7% | +7.6% |
| 1Y | -19.9% | -34.2% | +14.4% | -20.8% |
| All | +59.7% | -34.7% | +94.4% | +44.0% |
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