-2.1%
TEM vs AMRZ
-17.3%
+15.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +1.1% |
| 7D | +3.2% | -2.0% | +5.3% | +4.0% |
| 30D | +23.5% | -9.8% | +33.4% | +28.2% |
| 3M | +32.3% | -17.2% | +49.5% | +40.0% |
| 6M | +23.0% | -26.9% | +49.9% | +37.1% |
| YTD | +8.9% | -21.5% | +30.3% | +16.1% |
| 1Y | -19.9% | -22.9% | +3.0% | -15.9% |
| All | -2.1% | -17.3% | +15.2% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling