+59.7%
TEM vs ACM
-21.8%
+81.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.2% |
| 7D | +3.2% | -0.3% | +3.5% | +3.5% |
| 30D | +23.5% | -12.9% | +36.4% | +37.1% |
| 3M | +32.3% | -6.4% | +38.7% | +34.9% |
| 6M | +23.0% | -29.2% | +52.2% | +69.5% |
| YTD | +8.9% | -29.9% | +38.8% | +48.9% |
| 1Y | -19.9% | -47.3% | +27.4% | +51.7% |
| All | +59.7% | -21.8% | +81.5% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling