-10.5%
TEM vs AMRZ
-20.3%
+9.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.7% |
| 7D | -9.2% | -8.1% | -1.0% | -6.2% |
| 30D | +5.5% | -14.8% | +20.3% | +11.9% |
| 3M | +18.7% | -19.7% | +38.5% | +27.3% |
| 6M | +15.4% | -30.8% | +46.2% | +31.8% |
| YTD | -0.5% | -24.3% | +23.8% | +7.6% |
| 1Y | -24.8% | -24.0% | -0.8% | -20.5% |
| All | -10.5% | -20.3% | +9.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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