-72.2%
TTD vs TEM
-15.5%
-56.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | +6.3% | +0.9% | +5.4% | +6.2% |
| 30D | -23.9% | +38.4% | -62.3% | -27.5% |
| 3M | -31.4% | +23.7% | -55.0% | -33.4% |
| 6M | -42.7% | +26.0% | -68.7% | -45.0% |
| YTD | -62.0% | +9.4% | -71.4% | -62.8% |
| 1Y | -72.2% | -17.3% | -54.9% | -70.9% |
| All | -72.2% | -15.5% | -56.7% | -70.9% |
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 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