+77.9%
TEM vs DAR
+53.3%
+24.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.1% | -6.8% | -6.1% |
| 7D | -5.9% | +11.6% | -17.4% | -10.3% |
| 30D | +4.8% | -10.2% | +15.0% | +9.4% |
| 3M | +31.9% | -14.8% | +46.7% | +40.0% |
| 6M | +56.0% | -10.1% | +66.1% | +59.7% |
| YTD | +21.3% | +55.5% | -34.3% | -10.2% |
| 1Y | +5.4% | +61.7% | -56.3% | -24.1% |
| All | +77.9% | +53.3% | +24.6% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling