+59.7%
TEM vs AME
+40.2%
+19.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.2% | +2.8% | +0.5% | -0.1% |
| 30D | +23.5% | -6.3% | +29.8% | +32.4% |
| 3M | +32.3% | +5.4% | +26.9% | +21.0% |
| 6M | +23.0% | +7.4% | +15.6% | +7.6% |
| YTD | +8.9% | +16.2% | -7.3% | -16.5% |
| 1Y | -19.9% | +26.8% | -46.7% | -47.0% |
| All | +59.7% | +40.2% | +19.6% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling