+59.7%
TEM vs ALM
+1,780.0%
-1,720.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.3% | -2.0% |
| 7D | +3.2% | +8.4% | -5.2% | +1.8% |
| 30D | +23.5% | +34.8% | -11.3% | +17.5% |
| 3M | +32.3% | +16.2% | +16.1% | +27.5% |
| 6M | +23.0% | +2.1% | +20.9% | +19.8% |
| YTD | +8.9% | +117.0% | -108.2% | -5.6% |
| 1Y | -19.9% | +313.9% | -333.7% | -38.4% |
| All | +59.7% | +1,780.0% | -1,720.3% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALM 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling