+100.1%
TEM vs ALM
+700.4%
-600.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.2% | +2.6% | -3.3% |
| 7D | +3.5% | -6.3% | +9.9% | +4.9% |
| 30D | +13.5% | -31.4% | +45.0% | +21.3% |
| 3M | +46.3% | -40.6% | +86.9% | +59.8% |
| 6M | +61.5% | -58.6% | +120.2% | +84.1% |
| YTD | +36.4% | -7.6% | +44.0% | +36.5% |
| 1Y | +12.2% | +13.8% | -1.6% | +8.3% |
| All | +100.1% | +700.4% | -600.3% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling