+52.2%
TEM vs AU
+411.1%
-358.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -4.9% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | +11.3% | +12.3% | -1.0% | +8.7% |
| 3M | +25.5% | +29.4% | -3.8% | +18.5% |
| 6M | +17.1% | +3.2% | +13.9% | +14.5% |
| YTD | +3.8% | +31.8% | -28.0% | -3.7% |
| 1Y | -24.4% | +83.4% | -107.8% | -33.3% |
| All | +52.2% | +411.1% | -358.9% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling