+11.8%
DIA vs TEM
+3.5%
+8.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.7% | +5.8% | +0.5% |
| 7D | +2.1% | -5.9% | +8.0% | +2.4% |
| 30D | +1.5% | +4.8% | -3.3% | +1.1% |
| 3M | -2.4% | +31.9% | -34.3% | -4.8% |
| 6M | +6.0% | +56.0% | -50.0% | +1.3% |
| YTD | +10.1% | +21.3% | -11.2% | +6.6% |
| 1Y | +11.8% | +5.4% | +6.4% | +9.7% |
| All | +11.8% | +3.5% | +8.3% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling