+61.6%
TEM vs ACWI
+1.9%
+59.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -3.1% |
| 7D | +7.8% | +2.7% | +5.1% | +1.4% |
| 30D | +11.2% | -2.6% | +13.8% | +19.3% |
| 3M | +39.0% | -3.2% | +42.1% | +51.4% |
| 6M | +61.6% | +1.9% | +59.8% | +61.0% |
| All | +61.6% | +1.9% | +59.7% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 6mo: compounded portfolio wealth divided by compounded ACWI 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…
6mo analysis · Full analysis span regression · 6 months rolling