+33.9%
DLR vs TEM
+60.7%
-26.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +3.4% | +3.2% | +0.2% | +3.2% |
| 30D | -2.2% | +23.5% | -25.7% | -3.5% |
| 3M | +4.7% | +32.3% | -27.6% | +2.6% |
| 6M | +9.0% | +23.0% | -14.0% | +6.8% |
| YTD | +24.1% | +8.9% | +15.3% | +22.3% |
| 1Y | +20.9% | -19.9% | +40.8% | +21.0% |
| All | +33.9% | +60.7% | -26.8% | +24.4% |
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