+52.2%
TEM vs TD
+138.5%
-86.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.5% | -3.3% |
| 7D | -1.1% | -1.9% | +0.9% | +1.3% |
| 30D | +11.3% | -1.6% | +12.9% | +12.4% |
| 3M | +25.5% | +4.6% | +20.9% | +16.9% |
| 6M | +17.1% | +26.8% | -9.7% | -15.6% |
| YTD | +3.8% | +28.3% | -24.5% | -26.8% |
| 1Y | -24.4% | +60.4% | -84.8% | -61.7% |
| All | +52.2% | +138.5% | -86.3% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling