+60.5%
TEM vs D
+44.4%
+16.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +0.9% | +1.5% | -0.6% | +0.7% |
| 30D | +38.4% | -2.6% | +41.0% | +38.9% |
| 3M | +23.7% | 0.0% | +23.6% | +23.3% |
| 6M | +26.0% | +7.4% | +18.6% | +23.2% |
| YTD | +9.4% | +15.9% | -6.4% | +4.2% |
| 1Y | -17.3% | +18.1% | -35.4% | -22.2% |
| All | +60.5% | +44.4% | +16.1% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling