+60.5%
TEM vs ADM
+51.1%
+9.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +0.9% | +3.8% | -2.9% | -0.2% |
| 30D | +38.4% | +9.8% | +28.6% | +34.2% |
| 3M | +23.7% | +2.1% | +21.5% | +22.7% |
| 6M | +26.0% | +27.5% | -1.5% | +13.5% |
| YTD | +9.4% | +50.2% | -40.8% | -9.8% |
| 1Y | -17.3% | +40.6% | -57.9% | -29.7% |
| All | +60.5% | +51.1% | +9.4% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling