-17.3%
TEM vs AG
+125.2%
-142.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.6% |
| 7D | +0.9% | +1.0% | -0.1% | +0.4% |
| 30D | +38.4% | +19.2% | +19.2% | +31.4% |
| 3M | +23.7% | +6.2% | +17.5% | +20.6% |
| 6M | +26.0% | -26.7% | +52.7% | +33.7% |
| YTD | +9.4% | +26.1% | -16.7% | -3.3% |
| 1Y | -17.3% | +131.7% | -148.9% | -37.9% |
| All | -17.3% | +125.2% | -142.5% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling