+97.3%
TEM vs DAR
+48.4%
+49.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.4% | -3.6% |
| 7D | +5.1% | +3.6% | +1.5% | +3.5% |
| 30D | +16.8% | -11.3% | +28.1% | +22.7% |
| 3M | +42.6% | -13.1% | +55.7% | +49.7% |
| 6M | +63.9% | -15.1% | +79.0% | +72.7% |
| YTD | +34.5% | +50.5% | -16.0% | +1.1% |
| 1Y | +11.0% | +57.9% | -46.9% | -19.3% |
| All | +97.3% | +48.4% | +49.0% | +25.1% |
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