+88.5%
TEM vs TD
+149.6%
-61.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.0% |
| 7D | +7.8% | +0.6% | +7.2% | +7.2% |
| 30D | +11.2% | +5.0% | +6.3% | +5.6% |
| 3M | +39.0% | +1.1% | +37.9% | +36.5% |
| 6M | +61.6% | +16.5% | +45.2% | +31.1% |
| YTD | +28.5% | +34.3% | -5.8% | -14.0% |
| 1Y | +6.7% | +52.9% | -46.1% | -40.9% |
| All | +88.5% | +149.6% | -61.0% | -56.7% |
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