-24.4%
TEM vs ACM
-48.7%
+24.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.1% | -1.6% | -3.2% |
| 7D | -1.1% | -3.7% | +2.6% | +0.8% |
| 30D | +11.3% | -12.7% | +24.0% | +17.5% |
| 3M | +25.5% | -9.8% | +35.3% | +29.4% |
| 6M | +17.1% | -31.4% | +48.5% | +43.8% |
| YTD | +3.8% | -32.1% | +35.9% | +28.2% |
| 1Y | -24.4% | -47.8% | +23.5% | +2.4% |
| All | -24.4% | -48.7% | +24.4% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling