+109.8%
TEM vs TMF
-37.9%
+147.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +11.0% | +11.0% |
| 7D | +7.6% | +0.6% | +7.0% | +7.4% |
| 30D | +19.0% | +16.3% | +2.7% | +14.4% |
| 3M | +62.2% | -2.7% | +64.9% | +63.1% |
| 6M | +69.4% | -13.2% | +82.5% | +74.6% |
| YTD | +43.0% | -16.7% | +59.7% | +48.2% |
| 1Y | +18.0% | -22.7% | +40.7% | +23.9% |
| All | +109.8% | -37.9% | +147.7% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling