+51.9%
DOW vs TEM
-11.1%
+63.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -3.3% |
| 7D | -4.2% | -1.3% | -2.9% | -4.2% |
| 30D | +14.7% | -9.5% | +24.2% | +14.7% |
| 3M | +9.1% | +60.7% | -51.6% | +10.3% |
| 6M | -17.7% | +35.5% | -53.1% | -16.6% |
| YTD | +44.6% | +28.0% | +16.6% | +48.5% |
| 1Y | +51.9% | -10.5% | +62.4% | +67.9% |
| All | +51.9% | -11.1% | +63.0% | +67.9% |
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