+127.0%
DOCN vs TEM
+101.4%
+25.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +2.5% |
| 7D | -12.1% | +3.5% | -15.7% | -12.6% |
| 30D | -41.0% | +13.5% | -54.6% | -42.4% |
| 3M | -38.7% | +46.3% | -85.0% | -43.8% |
| 6M | -51.5% | +61.5% | -113.0% | -56.7% |
| YTD | +65.3% | +36.4% | +28.9% | +51.0% |
| 1Y | +53.9% | +12.2% | +41.7% | +45.4% |
| All | +127.0% | +101.4% | +25.7% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling