-33.5%
TEM vs MTB
+24.6%
-58.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | -8.7% | 0.0% | -8.7% | -8.7% |
| 30D | +8.1% | -4.8% | +12.9% | +8.7% |
| 3M | +19.0% | +6.0% | +13.0% | +15.3% |
| 6M | +12.0% | +19.6% | -7.6% | +3.0% |
| YTD | -0.1% | +21.5% | -21.5% | -9.2% |
| 1Y | -33.5% | +24.7% | -58.2% | -42.9% |
| All | -33.5% | +24.6% | -58.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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