+59.7%
TEM vs ALC
-23.0%
+82.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +1.3% |
| 7D | +3.2% | -3.7% | +6.9% | +6.7% |
| 30D | +23.5% | -3.7% | +27.3% | +27.6% |
| 3M | +32.3% | +4.6% | +27.8% | +25.1% |
| 6M | +23.0% | -14.6% | +37.6% | +42.1% |
| YTD | +8.9% | -11.9% | +20.7% | +20.4% |
| 1Y | -19.9% | -13.1% | -6.7% | -10.0% |
| All | +59.7% | -23.0% | +82.8% | +87.3% |
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