+12.2%
TEM vs ALM
+12.3%
-0.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.2% | +2.6% | -2.9% |
| 7D | +3.5% | -6.3% | +9.9% | +5.2% |
| 30D | +13.5% | -31.4% | +45.0% | +23.3% |
| 3M | +46.3% | -40.6% | +86.9% | +63.8% |
| 6M | +61.5% | -58.6% | +120.2% | +90.1% |
| YTD | +36.4% | -7.6% | +44.0% | +41.5% |
| 1Y | +12.2% | +13.8% | -1.6% | +11.1% |
| All | +12.2% | +12.3% | -0.1% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling