+88.5%
TEM vs ALB
-8.1%
+96.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.0% |
| 7D | +7.8% | -3.6% | +11.3% | +9.3% |
| 30D | +11.2% | -2.9% | +14.1% | +12.4% |
| 3M | +39.0% | -25.8% | +64.8% | +54.8% |
| 6M | +61.6% | -53.6% | +115.2% | +114.2% |
| YTD | +28.5% | -32.4% | +60.9% | +38.0% |
| 1Y | +6.7% | -13.0% | +19.8% | +0.4% |
| All | +88.5% | -8.1% | +96.6% | +48.3% |
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