+88.5%
TEM vs AMC
-35.5%
+124.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.1% | -3.7% |
| 7D | +7.8% | +8.4% | -0.7% | +5.1% |
| 30D | +11.2% | +9.2% | +2.1% | +8.1% |
| 3M | +39.0% | +32.0% | +7.0% | +26.3% |
| 6M | +61.6% | +149.3% | -87.6% | -0.6% |
| YTD | +28.5% | +114.1% | -85.6% | -17.9% |
| 1Y | +6.7% | +35.8% | -29.0% | -9.9% |
| All | +88.5% | -35.5% | +124.1% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 5y: compounded portfolio wealth divided by compounded AMC 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…
5y analysis · Full analysis span regression · 6 months rolling