+41.4%
DIA vs TEM
+60.7%
-19.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +0.1% | +3.2% | -3.2% | -0.2% |
| 30D | -2.1% | +23.5% | -25.6% | -3.7% |
| 3M | +4.2% | +32.3% | -28.2% | +1.6% |
| 6M | +11.9% | +23.0% | -11.1% | +9.2% |
| YTD | +10.8% | +8.9% | +1.9% | +8.9% |
| 1Y | +17.5% | -19.9% | +37.4% | +17.3% |
| All | +41.4% | +60.7% | -19.3% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling