+84.1%
DE vs TEM
+79.0%
+5.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.5% |
| 7D | +0.3% | -5.9% | +6.1% | +0.5% |
| 30D | +3.6% | +4.8% | -1.2% | +3.2% |
| 3M | +10.2% | +31.9% | -21.6% | +8.3% |
| 6M | +16.6% | +56.0% | -39.4% | +13.2% |
| YTD | +45.8% | +21.3% | +24.6% | +42.9% |
| 1Y | +43.9% | +5.4% | +38.5% | +41.8% |
| All | +84.1% | +79.0% | +5.1% | +69.2% |
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