+59.7%
TEM vs ADM
+50.9%
+8.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +23.5% | +11.0% | +12.5% | +19.4% |
| 3M | +32.3% | +6.0% | +26.3% | +29.3% |
| 6M | +23.0% | +26.9% | -3.9% | +11.0% |
| YTD | +8.9% | +50.0% | -41.1% | -10.2% |
| 1Y | -19.9% | +39.6% | -59.5% | -31.6% |
| All | +59.7% | +50.9% | +8.8% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling