-31.3%
DOW vs TEM
+79.0%
-110.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.7% | +5.3% | 0.0% |
| 7D | +5.2% | -5.9% | +11.1% | +5.5% |
| 30D | +13.2% | +4.8% | +8.4% | +12.5% |
| 3M | +10.1% | +31.9% | -21.8% | +7.2% |
| 6M | -13.1% | +56.0% | -69.1% | -16.9% |
| YTD | +46.1% | +21.3% | +24.9% | +41.6% |
| 1Y | +50.0% | +5.4% | +44.6% | +47.1% |
| All | -31.3% | +79.0% | -110.3% | -37.3% |
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