+45.9%
TEM vs TD
+140.5%
-94.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -5.0% | -5.1% |
| 7D | -9.2% | -2.6% | -6.6% | -6.3% |
| 30D | +5.5% | -1.0% | +6.5% | +5.7% |
| 3M | +18.7% | +5.6% | +13.1% | +9.2% |
| 6M | +15.4% | +27.1% | -11.7% | -17.1% |
| YTD | -0.5% | +29.4% | -29.9% | -30.6% |
| 1Y | -24.8% | +60.7% | -85.5% | -62.0% |
| All | +45.9% | +140.5% | -94.6% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling