+12.2%
TEM vs ADM
+25.0%
-12.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.7% |
| 7D | +3.5% | -1.8% | +5.4% | +3.2% |
| 30D | +13.5% | -13.3% | +26.8% | +11.4% |
| 3M | +46.3% | -13.4% | +59.6% | +44.2% |
| 6M | +61.5% | -9.6% | +71.1% | +61.1% |
| YTD | +36.4% | +23.0% | +13.4% | +38.1% |
| 1Y | +12.2% | +27.4% | -15.2% | +14.9% |
| All | +12.2% | +25.0% | -12.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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