+45.9%
TEM vs AME
+38.1%
+7.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.3% | -3.1% |
| 7D | -9.2% | 0.0% | -9.2% | -9.1% |
| 30D | +5.5% | -8.6% | +14.1% | +16.7% |
| 3M | +18.7% | +5.8% | +12.9% | +8.2% |
| 6M | +15.4% | +3.8% | +11.6% | +5.8% |
| YTD | -0.5% | +14.4% | -15.0% | -22.3% |
| 1Y | -24.8% | +25.8% | -50.6% | -50.0% |
| All | +45.9% | +38.1% | +7.8% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling