-5.8%
TDG vs TEM
-11.1%
+5.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +0.9% |
| 7D | +7.1% | -1.3% | +8.4% | +7.1% |
| 30D | +11.4% | -9.5% | +20.9% | +11.8% |
| 3M | -4.6% | +60.7% | -65.3% | -8.4% |
| 6M | +5.8% | +35.5% | -29.6% | +2.9% |
| YTD | -8.5% | +28.0% | -36.5% | -11.4% |
| 1Y | -5.8% | -10.5% | +4.7% | -7.6% |
| All | -5.8% | -11.1% | +5.3% | -7.6% |
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