+52.2%
TEM vs AG
+245.8%
-193.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.8% | -5.2% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +11.3% | +12.5% | -1.2% | +8.6% |
| 3M | +25.5% | +28.2% | -2.6% | +19.0% |
| 6M | +17.1% | -18.8% | +36.0% | +19.6% |
| YTD | +3.8% | +27.4% | -23.6% | -2.4% |
| 1Y | -24.4% | +132.2% | -156.5% | -34.6% |
| All | +52.2% | +245.8% | -193.5% | +18.7% |
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