+77.9%
TEM vs ALC
-17.5%
+95.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.2% | -8.8% | -8.3% |
| 7D | -5.9% | -1.1% | -4.8% | -5.1% |
| 30D | +4.8% | +16.0% | -11.2% | -9.1% |
| 3M | +31.9% | +0.8% | +31.1% | +29.6% |
| 6M | +56.0% | +16.8% | +39.2% | +31.6% |
| YTD | +21.3% | -5.5% | +26.7% | +24.9% |
| 1Y | +5.4% | -5.3% | +10.6% | +7.9% |
| All | +77.9% | -17.5% | +95.3% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling