+77.9%
TEM vs MTB
+66.9%
+10.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.3% | -6.3% |
| 7D | -5.9% | +1.5% | -7.4% | -7.2% |
| 30D | +4.8% | +2.3% | +2.5% | +2.6% |
| 3M | +31.9% | -12.1% | +44.0% | +50.0% |
| 6M | +56.0% | +9.8% | +46.2% | +32.9% |
| YTD | +21.3% | +12.0% | +9.3% | -2.4% |
| 1Y | +5.4% | +22.0% | -16.7% | -25.3% |
| All | +77.9% | +66.9% | +10.9% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling