-38.9%
DOW vs TEM
+53.2%
-92.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | -0.3% |
| 7D | -6.0% | -1.1% | -4.9% | -6.0% |
| 30D | -2.7% | +11.3% | -14.0% | -3.7% |
| 3M | -10.5% | +25.5% | -36.0% | -12.5% |
| 6M | -12.4% | +17.1% | -29.6% | -14.5% |
| YTD | +30.0% | +3.8% | +26.2% | +28.0% |
| 1Y | +27.8% | -24.4% | +52.2% | +29.0% |
| All | -38.9% | +53.2% | -92.1% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling