-17.3%
TEM vs ALC
-10.2%
-7.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.1% |
| 7D | +0.9% | -2.1% | +3.0% | +2.1% |
| 30D | +38.4% | -0.1% | +38.5% | +38.5% |
| 3M | +23.7% | +5.9% | +17.8% | +18.9% |
| 6M | +26.0% | -15.9% | +41.9% | +41.3% |
| YTD | +9.4% | -10.1% | +19.5% | +16.7% |
| 1Y | -17.3% | -10.2% | -7.1% | -5.1% |
| All | -17.3% | -10.2% | -7.1% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling