+84.3%
DE vs TEM
+47.5%
+36.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -2.6% | -8.7% | +6.1% | -2.2% |
| 30D | +9.0% | +8.1% | +1.0% | +8.4% |
| 3M | +19.1% | +19.0% | +0.1% | +17.7% |
| 6M | +14.4% | +12.0% | +2.4% | +12.9% |
| YTD | +45.9% | -0.1% | +46.0% | +44.8% |
| 1Y | +43.6% | -33.5% | +77.1% | +44.9% |
| All | +84.3% | +47.5% | +36.8% | +71.5% |
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