+45.9%
TEM vs AU
+389.2%
-343.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.1% | -2.9% |
| 7D | -9.2% | -7.0% | -2.2% | -7.2% |
| 30D | +5.5% | +7.3% | -1.8% | +4.4% |
| 3M | +18.7% | +33.2% | -14.5% | +12.0% |
| 6M | +15.4% | -0.6% | +16.0% | +14.2% |
| YTD | -0.5% | +26.2% | -26.7% | -6.4% |
| 1Y | -24.8% | +68.3% | -93.1% | -32.4% |
| All | +45.9% | +389.2% | -343.3% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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