+88.9%
TEM vs TMF
-38.0%
+126.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.2% | +8.1% | +8.0% |
| 7D | +5.3% | +1.2% | +4.1% | +5.0% |
| 30D | +8.1% | +19.7% | -11.6% | +3.1% |
| 3M | +64.9% | -2.1% | +67.0% | +65.6% |
| 6M | +42.1% | -13.4% | +55.6% | +46.6% |
| YTD | +28.8% | -16.7% | +45.5% | +33.5% |
| 1Y | +5.5% | -23.3% | +28.8% | +10.9% |
| All | +88.9% | -38.0% | +126.9% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling