-0.2%
TDG vs TEM
+60.7%
-60.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -0.9% | +3.2% | -4.2% | -1.2% |
| 30D | -6.5% | +23.5% | -30.1% | -8.4% |
| 3M | -5.1% | +32.3% | -37.4% | -7.8% |
| 6M | -11.5% | +23.0% | -34.6% | -14.0% |
| YTD | -13.9% | +8.9% | -22.8% | -15.6% |
| 1Y | -11.5% | -19.9% | +8.4% | -11.7% |
| All | -0.2% | +60.7% | -60.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling