+33.6%
DLR vs TEM
+53.2%
-19.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | 0.0% |
| 7D | +2.9% | -1.1% | +4.0% | +2.9% |
| 30D | -1.2% | +11.3% | -12.5% | -1.9% |
| 3M | +2.9% | +25.5% | -22.6% | +1.1% |
| 6M | +6.7% | +17.1% | -10.5% | +4.8% |
| YTD | +23.9% | +3.8% | +20.1% | +22.4% |
| 1Y | +18.6% | -24.4% | +43.0% | +19.1% |
| All | +33.6% | +53.2% | -19.6% | +24.5% |
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 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