+60.5%
TEM vs ALLE
+37.4%
+23.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.9% |
| 7D | +0.9% | -0.2% | +1.1% | +1.1% |
| 30D | +38.4% | -6.8% | +45.2% | +46.5% |
| 3M | +23.7% | +21.0% | +2.6% | +4.1% |
| 6M | +26.0% | +1.1% | +24.9% | +24.5% |
| YTD | +9.4% | -0.5% | +10.0% | +6.4% |
| 1Y | -17.3% | -7.3% | -10.0% | -12.2% |
| All | +60.5% | +37.4% | +23.2% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 all: compounded portfolio wealth divided by compounded ALLE 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…
all analysis · Full analysis span regression · 6 months rolling