+24.2%
TT vs TEM
+90.1%
-65.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.0% | -5.6% | +1.8% |
| 7D | -2.0% | +5.3% | -7.3% | -2.4% |
| 30D | -14.0% | +8.1% | -22.1% | -14.6% |
| 3M | -15.9% | +64.9% | -80.8% | -19.4% |
| 6M | -17.3% | +42.1% | -59.5% | -20.2% |
| YTD | +4.0% | +28.8% | -24.8% | +0.4% |
| 1Y | -7.1% | +5.5% | -12.6% | -9.0% |
| All | +24.2% | +90.1% | -65.9% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling