-85.3%
TTD vs TEM
+60.7%
-146.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | +1.7% | +3.2% | -1.5% | +1.5% |
| 30D | +1.6% | +23.5% | -21.9% | -0.7% |
| 3M | -27.8% | +32.3% | -60.2% | -30.3% |
| 6M | -52.1% | +23.0% | -75.1% | -53.6% |
| YTD | -63.1% | +8.9% | -71.9% | -63.9% |
| 1Y | -73.1% | -19.9% | -53.2% | -73.0% |
| All | -85.3% | +60.7% | -146.1% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling