-39.6%
DOW vs TEM
+47.5%
-87.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.5% | -2.1% |
| 7D | -1.4% | -8.7% | +7.3% | -0.8% |
| 30D | -3.9% | +8.1% | -12.0% | -4.7% |
| 3M | -12.7% | +19.0% | -31.7% | -14.4% |
| 6M | -13.7% | +12.0% | -25.7% | -15.5% |
| YTD | +28.4% | -0.1% | +28.5% | +26.7% |
| 1Y | +21.8% | -33.5% | +55.3% | +24.2% |
| All | -39.6% | +47.5% | -87.2% | -43.9% |
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 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