+88.9%
TEM vs AG
+147.5%
-58.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.8% | +6.2% | +7.5% |
| 7D | +5.3% | +6.3% | -1.0% | +3.6% |
| 30D | +8.1% | -8.9% | +17.1% | +10.6% |
| 3M | +64.9% | -12.2% | +77.1% | +71.2% |
| 6M | +42.1% | -28.3% | +70.5% | +52.3% |
| YTD | +28.8% | -8.8% | +37.6% | +31.1% |
| 1Y | +5.5% | +39.4% | -33.9% | +0.4% |
| All | +88.9% | +147.5% | -58.6% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling