+38.4%
TT vs TEM
+61.6%
-23.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | 0.0% | +0.9% | -0.9% | -0.1% |
| 30D | -7.2% | +38.4% | -45.5% | -9.6% |
| 3M | -3.0% | +23.7% | -26.6% | -5.0% |
| 6M | +1.4% | +26.0% | -24.6% | -1.4% |
| YTD | +15.9% | +9.4% | +6.5% | +13.6% |
| 1Y | +9.4% | -17.3% | +26.7% | +9.2% |
| All | +38.4% | +61.6% | -23.1% | +30.0% |
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