+52.2%
TEM vs ALB
+21.6%
+30.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.8% | -1.9% | -3.6% |
| 7D | -1.1% | -8.6% | +7.5% | +2.3% |
| 30D | +11.3% | -4.0% | +15.3% | +12.7% |
| 3M | +25.5% | -17.4% | +42.9% | +33.4% |
| 6M | +17.1% | -25.4% | +42.5% | +26.1% |
| YTD | +3.8% | -10.5% | +14.3% | +0.4% |
| 1Y | -24.4% | +75.8% | -100.2% | -50.1% |
| All | +52.2% | +21.6% | +30.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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