-85.5%
TTD vs TEM
+53.2%
-138.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | -0.6% |
| 7D | -4.6% | -1.1% | -3.5% | -4.5% |
| 30D | +3.7% | +11.3% | -7.6% | +2.3% |
| 3M | -30.2% | +25.5% | -55.7% | -32.3% |
| 6M | -51.4% | +17.1% | -68.5% | -52.7% |
| YTD | -63.4% | +3.8% | -67.2% | -64.1% |
| 1Y | -73.5% | -24.4% | -49.2% | -73.4% |
| All | -85.5% | +53.2% | -138.7% | -87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling