+60.5%
TEM vs MLM
-7.2%
+67.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -1.3% |
| 7D | +0.9% | -2.9% | +3.8% | +4.0% |
| 30D | +38.4% | -6.8% | +45.2% | +49.8% |
| 3M | +23.7% | -11.2% | +34.9% | +37.5% |
| 6M | +26.0% | -21.8% | +47.8% | +63.6% |
| YTD | +9.4% | -17.0% | +26.4% | +25.5% |
| 1Y | -17.3% | -16.4% | -0.9% | -7.7% |
| All | +60.5% | -7.2% | +67.8% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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