+52.2%
TEM vs AME
+39.3%
+13.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -3.9% |
| 7D | -1.1% | +1.3% | -2.4% | -2.6% |
| 30D | +11.3% | -6.6% | +17.9% | +19.8% |
| 3M | +25.5% | +3.0% | +22.6% | +18.3% |
| 6M | +17.1% | +5.3% | +11.8% | +5.3% |
| YTD | +3.8% | +15.4% | -11.7% | -19.8% |
| 1Y | -24.4% | +26.8% | -51.2% | -50.1% |
| All | +52.2% | +39.3% | +13.0% | -4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling