+9.7%
DLR vs TEM
-28.1%
+37.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -1.8% |
| 7D | -1.3% | -9.2% | +7.9% | -1.0% |
| 30D | -2.9% | +5.5% | -8.3% | -2.8% |
| 3M | +3.2% | +18.7% | -15.5% | +2.4% |
| 6M | +3.9% | +15.4% | -11.5% | +2.6% |
| YTD | +21.4% | -0.5% | +22.0% | +20.6% |
| 1Y | +9.7% | -24.8% | +34.5% | +11.5% |
| All | +9.7% | -28.1% | +37.8% | +11.5% |
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