+26.0%
TEM vs D
+6.1%
+19.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | -0.4% |
| 7D | +0.9% | +0.4% | +0.5% | +1.0% |
| 30D | +38.4% | -3.6% | +41.9% | +36.8% |
| 3M | +23.7% | -1.0% | +24.6% | +23.0% |
| 6M | +26.0% | +6.3% | +19.7% | +24.1% |
| All | +26.0% | +6.1% | +19.9% | +24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling