+17.6%
TEM vs TMF
-22.6%
+40.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +11.0% | +11.0% |
| 7D | +7.6% | +0.6% | +7.0% | +7.3% |
| 30D | +19.0% | +16.3% | +2.7% | +9.6% |
| 3M | +62.2% | -2.7% | +64.9% | +65.3% |
| 6M | +69.4% | -13.2% | +82.5% | +82.0% |
| YTD | +43.0% | -16.7% | +59.7% | +53.9% |
| All | +17.6% | -22.6% | +40.2% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling