+84.9%
DE vs TEM
+46.9%
+38.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.3% | +0.3% |
| 7D | -2.4% | -9.2% | +6.8% | -1.9% |
| 30D | +9.7% | +5.5% | +4.2% | +9.2% |
| 3M | +21.4% | +18.7% | +2.6% | +19.9% |
| 6M | +15.0% | +15.4% | -0.4% | +13.4% |
| YTD | +46.4% | -0.5% | +46.9% | +45.3% |
| 1Y | +45.6% | -24.8% | +70.5% | +46.0% |
| All | +84.9% | +46.9% | +38.0% | +72.1% |
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 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