+88.5%
TEM vs TMF
-43.0%
+131.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | 0.0% | -3.4% |
| 7D | +7.8% | -8.2% | +15.9% | +10.0% |
| 30D | +11.2% | +5.3% | +5.9% | +9.5% |
| 3M | +39.0% | -8.5% | +47.4% | +41.9% |
| 6M | +61.6% | -17.2% | +78.8% | +68.9% |
| YTD | +28.5% | -23.4% | +51.9% | +35.9% |
| 1Y | +6.7% | -30.2% | +37.0% | +14.7% |
| All | +88.5% | -43.0% | +131.5% | +94.2% |
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 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