-63.8%
TTD vs TEM
+10.9%
-74.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.8% |
| 7D | +20.8% | +5.1% | +15.7% | +20.1% |
| 30D | +33.8% | +16.8% | +17.0% | +31.8% |
| 3M | +17.8% | +42.6% | -24.8% | +12.9% |
| 6M | -25.7% | +63.9% | -89.7% | -30.1% |
| YTD | -57.9% | +34.5% | -92.4% | -59.5% |
| 1Y | -63.8% | +11.0% | -74.8% | -63.9% |
| All | -63.8% | +10.9% | -74.8% | -63.9% |
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