+577.4%
TTMI vs TEM
+46.9%
+530.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.9% |
| 7D | +6.0% | -9.2% | +15.2% | +7.7% |
| 30D | -6.4% | +5.5% | -11.9% | -8.0% |
| 3M | -28.9% | +18.7% | -47.6% | -31.8% |
| 6M | +26.9% | +15.4% | +11.5% | +21.6% |
| YTD | +77.3% | -0.5% | +77.8% | +73.0% |
| 1Y | +147.5% | -24.8% | +172.3% | +151.3% |
| All | +577.4% | +46.9% | +530.6% | +503.6% |
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