-25.7%
TTD vs TEM
+60.9%
-86.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.7% |
| 7D | +20.8% | +5.1% | +15.7% | +20.4% |
| 30D | +33.8% | +16.8% | +17.0% | +33.4% |
| 3M | +17.8% | +42.6% | -24.8% | +17.9% |
| 6M | -25.7% | +63.9% | -89.7% | -24.1% |
| All | -25.7% | +60.9% | -86.6% | -24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling