+52.2%
TEM vs MTB
+79.7%
-27.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.5% |
| 7D | -1.1% | +1.1% | -2.1% | -2.2% |
| 30D | +11.3% | -4.6% | +15.9% | +16.1% |
| 3M | +25.5% | +6.3% | +19.3% | +13.6% |
| 6M | +17.1% | +15.6% | +1.5% | -5.4% |
| YTD | +3.8% | +20.6% | -16.8% | -22.6% |
| 1Y | -24.4% | +22.5% | -46.9% | -45.5% |
| All | +52.2% | +79.7% | -27.4% | -34.1% |
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