-6.7%
TEM vs AMRZ
-19.2%
+12.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.3% | -3.8% |
| 7D | -1.1% | -4.7% | +3.6% | +0.7% |
| 30D | +11.3% | -11.3% | +22.6% | +16.3% |
| 3M | +25.5% | -22.1% | +47.6% | +36.2% |
| 6M | +17.1% | -29.6% | +46.7% | +32.7% |
| YTD | +3.8% | -23.3% | +27.1% | +11.6% |
| 1Y | -24.4% | -23.7% | -0.6% | -20.2% |
| All | -6.7% | -19.2% | +12.6% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling