+52.2%
TEM vs AFL
+38.7%
+13.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.6% |
| 7D | -1.1% | -2.1% | +1.1% | -0.3% |
| 30D | +11.3% | -5.4% | +16.7% | +13.1% |
| 3M | +25.5% | -0.3% | +25.8% | +22.4% |
| 6M | +17.1% | +5.2% | +11.9% | +8.5% |
| YTD | +3.8% | +5.7% | -1.9% | -5.2% |
| 1Y | -24.4% | +10.2% | -34.6% | -34.8% |
| All | +52.2% | +38.7% | +13.6% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 3y: compounded portfolio wealth divided by compounded AFL 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…
3y analysis · Full analysis span regression · 6 months rolling