+59.7%
TEM vs AG
+238.8%
-179.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +3.2% | +4.5% | -1.2% | +2.1% |
| 30D | +23.5% | +12.9% | +10.7% | +20.6% |
| 3M | +32.3% | +20.9% | +11.4% | +27.0% |
| 6M | +23.0% | -19.5% | +42.5% | +26.0% |
| YTD | +8.9% | +24.8% | -15.9% | +2.9% |
| 1Y | -19.9% | +120.2% | -140.1% | -30.1% |
| All | +59.7% | +238.8% | -179.0% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling