+59.7%
TEM vs AR
+15.3%
+44.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | +3.2% | -1.8% | +5.1% | +4.3% |
| 30D | +23.5% | +12.6% | +10.9% | +15.6% |
| 3M | +32.3% | +10.0% | +22.3% | +24.0% |
| 6M | +23.0% | +0.6% | +22.4% | +19.5% |
| YTD | +8.9% | +13.4% | -4.5% | -4.1% |
| 1Y | -19.9% | +21.7% | -41.6% | -34.1% |
| All | +59.7% | +15.3% | +44.4% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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