+60.5%
TEM vs TD
+143.5%
-83.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +1.5% |
| 7D | +0.9% | +0.3% | +0.6% | +0.5% |
| 30D | +38.4% | +0.4% | +38.0% | +36.4% |
| 3M | +23.7% | +7.6% | +16.0% | +11.3% |
| 6M | +26.0% | +25.0% | +1.0% | -7.4% |
| YTD | +9.4% | +31.0% | -21.6% | -24.8% |
| 1Y | -17.3% | +65.2% | -82.5% | -59.7% |
| All | +60.5% | +143.5% | -83.0% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling