+89.1%
DE vs TEM
+61.6%
+27.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +10.0% | +0.9% | +9.1% | +10.0% |
| 30D | +13.3% | +38.4% | -25.1% | +11.4% |
| 3M | +17.5% | +23.7% | -6.1% | +15.9% |
| 6M | +13.6% | +26.0% | -12.4% | +11.5% |
| YTD | +49.8% | +9.4% | +40.4% | +48.0% |
| 1Y | +47.9% | -17.3% | +65.1% | +47.6% |
| All | +89.1% | +61.6% | +27.6% | +75.3% |
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