+60.5%
TEM vs ACM
-21.1%
+81.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +0.9% | -3.7% | +4.7% | +4.3% |
| 30D | +38.4% | -11.1% | +49.5% | +50.9% |
| 3M | +23.7% | -8.0% | +31.6% | +28.9% |
| 6M | +26.0% | -29.7% | +55.6% | +75.0% |
| YTD | +9.4% | -29.4% | +38.8% | +48.7% |
| 1Y | -17.3% | -46.4% | +29.1% | +53.6% |
| All | +60.5% | -21.1% | +81.7% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling