+588.0%
TTMI vs TEM
+53.2%
+534.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.7% | +0.7% | -3.2% |
| 7D | +7.5% | -1.1% | +8.5% | +7.7% |
| 30D | -4.5% | +11.3% | -15.8% | -6.9% |
| 3M | -28.5% | +25.5% | -54.1% | -32.0% |
| 6M | +28.4% | +17.1% | +11.2% | +22.7% |
| YTD | +80.1% | +3.8% | +76.3% | +74.5% |
| 1Y | +161.0% | -24.4% | +185.4% | +164.4% |
| All | +588.0% | +53.2% | +534.8% | +508.9% |
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