+17.6%
TEM vs D
+16.2%
+1.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.6% | +10.8% |
| 7D | +7.6% | +0.8% | +6.8% | +8.0% |
| 30D | +19.0% | +10.7% | +8.3% | +24.1% |
| 3M | +62.2% | +2.3% | +59.9% | +66.1% |
| 6M | +69.4% | +12.5% | +56.9% | +77.0% |
| YTD | +43.0% | +20.1% | +22.9% | +51.5% |
| All | +17.6% | +16.2% | +1.4% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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