+52.2%
TEM vs AGI
+140.1%
-87.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -5.1% |
| 7D | -1.1% | +2.2% | -3.3% | -1.8% |
| 30D | +11.3% | +11.3% | 0.0% | +8.1% |
| 3M | +25.5% | +5.6% | +19.9% | +23.1% |
| 6M | +17.1% | -27.7% | +44.8% | +24.5% |
| YTD | +3.8% | -4.1% | +7.9% | +3.0% |
| 1Y | -24.4% | +13.8% | -38.1% | -27.4% |
| All | +52.2% | +140.1% | -87.9% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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