+595.5%
TTMI vs TEM
+61.6%
+533.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.9% |
| 7D | +5.9% | +0.9% | +5.0% | +5.7% |
| 30D | -4.3% | +38.4% | -42.7% | -10.3% |
| 3M | -32.0% | +23.7% | -55.7% | -35.1% |
| 6M | +19.5% | +26.0% | -6.5% | +12.9% |
| YTD | +82.0% | +9.4% | +72.6% | +74.9% |
| 1Y | +172.6% | -17.3% | +189.9% | +172.6% |
| All | +595.5% | +61.6% | +533.9% | +510.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling