+8.2%
TT vs TEM
-20.5%
+28.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +1.6% | +3.2% | -1.7% | +1.4% |
| 30D | -7.3% | +23.5% | -30.8% | -8.5% |
| 3M | -2.6% | +32.3% | -34.9% | -4.6% |
| 6M | +5.9% | +23.0% | -17.1% | +3.6% |
| YTD | +15.4% | +8.9% | +6.5% | +13.0% |
| 1Y | +8.2% | -19.9% | +28.1% | +9.4% |
| All | +8.2% | -20.5% | +28.7% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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