+88.9%
TEM vs ALM
+698.4%
-609.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.1% | +5.8% | +7.6% |
| 7D | +5.3% | -6.7% | +12.0% | +6.6% |
| 30D | +8.1% | -32.9% | +41.0% | +15.8% |
| 3M | +64.9% | -39.5% | +104.4% | +79.5% |
| 6M | +42.1% | -62.0% | +104.1% | +64.1% |
| YTD | +28.8% | -7.8% | +36.6% | +28.8% |
| 1Y | +5.5% | +26.7% | -21.2% | +0.1% |
| All | +88.9% | +698.4% | -609.5% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling