+77.9%
TEM vs AG
+122.8%
-45.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.4% | -3.2% | -5.0% |
| 7D | -5.9% | -10.0% | +4.1% | -3.1% |
| 30D | +4.8% | -10.5% | +15.3% | +8.1% |
| 3M | +31.9% | -27.3% | +59.1% | +43.2% |
| 6M | +56.0% | -43.0% | +99.0% | +76.1% |
| YTD | +21.3% | -17.9% | +39.2% | +27.0% |
| 1Y | +5.4% | +11.9% | -6.5% | +4.9% |
| All | +77.9% | +122.8% | -45.0% | +54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling