+59.7%
TEM vs AIG
+6.8%
+52.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.3% |
| 7D | +3.2% | -1.6% | +4.8% | +3.9% |
| 30D | +23.5% | -5.2% | +28.7% | +26.0% |
| 3M | +32.3% | +1.5% | +30.9% | +29.9% |
| 6M | +23.0% | -3.9% | +27.0% | +23.8% |
| YTD | +8.9% | -11.6% | +20.5% | +14.5% |
| 1Y | -19.9% | -2.9% | -16.9% | -22.6% |
| All | +59.7% | +6.8% | +52.9% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 all: compounded portfolio wealth divided by compounded AIG 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…
all analysis · Full analysis span regression · 6 months rolling