+45.9%
TEM vs AFL
+38.3%
+7.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -9.2% | -3.3% | -5.9% | -8.1% |
| 30D | +5.5% | -5.0% | +10.5% | +6.9% |
| 3M | +18.7% | -1.8% | +20.5% | +16.8% |
| 6M | +15.4% | +4.8% | +10.6% | +7.1% |
| YTD | -0.5% | +5.4% | -6.0% | -9.1% |
| 1Y | -24.8% | +9.0% | -33.8% | -34.5% |
| All | +45.9% | +38.3% | +7.6% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling