+45.9%
TEM vs TDY
+52.4%
-6.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.4% | -4.4% |
| 7D | -9.2% | -1.9% | -7.3% | -7.2% |
| 30D | +5.5% | -12.5% | +18.0% | +21.9% |
| 3M | +18.7% | -0.8% | +19.5% | +17.3% |
| 6M | +15.4% | -9.0% | +24.4% | +26.6% |
| YTD | -0.5% | +16.8% | -17.3% | -25.7% |
| 1Y | -24.8% | +9.5% | -34.3% | -38.3% |
| All | +45.9% | +52.4% | -6.4% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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