+77.9%
TEM vs D
+48.4%
+29.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.9% | -5.7% |
| 7D | -5.9% | -1.4% | -4.5% | -5.8% |
| 30D | +4.8% | +7.7% | -2.9% | +3.9% |
| 3M | +31.9% | -0.3% | +32.2% | +32.5% |
| 6M | +56.0% | +10.1% | +45.9% | +53.1% |
| YTD | +21.3% | +19.1% | +2.2% | +15.5% |
| 1Y | +5.4% | +15.9% | -10.5% | +1.3% |
| All | +77.9% | +48.4% | +29.5% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling