+52.2%
TEM vs ALM
+1,702.4%
-1,650.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | -4.0% |
| 7D | -1.1% | +3.6% | -4.7% | -1.7% |
| 30D | +11.3% | +33.8% | -22.5% | +6.2% |
| 3M | +25.5% | +14.8% | +10.7% | +21.3% |
| 6M | +17.1% | -7.0% | +24.1% | +15.7% |
| YTD | +3.8% | +108.1% | -104.3% | -9.3% |
| 1Y | -24.4% | +313.8% | -338.1% | -41.8% |
| All | +52.2% | +1,702.4% | -1,650.1% | -30.3% |
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