+50.0%
DOW vs TEM
+3.5%
+46.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.7% | +5.3% | -0.4% |
| 7D | +5.2% | -5.9% | +11.1% | +5.1% |
| 30D | +13.2% | +4.8% | +8.4% | +13.2% |
| 3M | +10.1% | +31.9% | -21.8% | +10.8% |
| 6M | -13.1% | +56.0% | -69.1% | -12.1% |
| YTD | +46.1% | +21.3% | +24.9% | +49.6% |
| 1Y | +50.0% | +5.4% | +44.6% | +59.3% |
| All | +50.0% | +3.5% | +46.5% | +59.3% |
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 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