+59.7%
TEM vs AFL
+39.2%
+20.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | +3.2% | -0.7% | +4.0% | +3.5% |
| 30D | +23.5% | -7.1% | +30.6% | +26.6% |
| 3M | +32.3% | +0.4% | +31.9% | +28.6% |
| 6M | +23.0% | +4.5% | +18.5% | +14.7% |
| YTD | +8.9% | +6.1% | +2.8% | -0.7% |
| 1Y | -19.9% | +10.6% | -30.4% | -31.0% |
| All | +59.7% | +39.2% | +20.6% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling