+60.5%
TEM vs AME
+40.2%
+20.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -1.8% |
| 7D | +0.9% | +0.6% | +0.3% | +0.1% |
| 30D | +38.4% | -6.7% | +45.1% | +49.3% |
| 3M | +23.7% | +4.1% | +19.6% | +15.1% |
| 6M | +26.0% | +1.6% | +24.4% | +19.2% |
| YTD | +9.4% | +16.1% | -6.7% | -16.1% |
| 1Y | -17.3% | +27.3% | -44.6% | -45.7% |
| All | +60.5% | +40.2% | +20.4% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling