+109.8%
TEM vs ACM
-16.4%
+126.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.2% | +5.8% | +6.6% |
| 7D | +7.6% | +6.9% | +0.7% | +1.8% |
| 30D | +19.0% | +19.1% | 0.0% | +3.1% |
| 3M | +62.2% | -6.9% | +69.2% | +70.2% |
| 6M | +69.4% | -12.0% | +81.4% | +85.0% |
| YTD | +43.0% | -25.1% | +68.1% | +84.8% |
| 1Y | +18.0% | -45.4% | +63.4% | +121.2% |
| All | +109.8% | -16.4% | +126.2% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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