-38.8%
DOW vs TEM
+61.6%
-100.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | -2.4% | +0.9% | -3.3% | -2.5% |
| 30D | +0.4% | +38.4% | -38.0% | -2.1% |
| 3M | -14.4% | +23.7% | -38.0% | -16.2% |
| 6M | -7.0% | +26.0% | -33.0% | -9.6% |
| YTD | +30.2% | +9.4% | +20.8% | +27.7% |
| 1Y | +29.2% | -17.3% | +46.5% | +29.6% |
| All | -38.8% | +61.6% | -100.3% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling