+11.5%
MMM vs TEM
-20.2%
+31.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.6% | +3.2% | -4.8% | -1.7% |
| 30D | -8.0% | +23.5% | -31.5% | -9.1% |
| 3M | +9.4% | +32.3% | -22.9% | +7.2% |
| 6M | +10.2% | +23.0% | -12.8% | +8.0% |
| YTD | +6.1% | +8.9% | -2.8% | +5.4% |
| All | +11.5% | -20.2% | +31.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling