+40.1%
DIA vs TEM
+101.4%
-61.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | 0.0% |
| 7D | +0.9% | +3.5% | -2.6% | +0.6% |
| 30D | +1.1% | +13.5% | -12.4% | +0.1% |
| 3M | -2.9% | +46.3% | -49.2% | -5.9% |
| 6M | +5.9% | +61.5% | -55.6% | +1.4% |
| YTD | +9.8% | +36.4% | -26.6% | +5.8% |
| 1Y | +11.7% | +12.2% | -0.5% | +9.0% |
| All | +40.1% | +101.4% | -61.3% | +28.1% |
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