+52.2%
TEM vs DAR
+84.9%
-32.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -4.9% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +11.3% | +7.4% | +3.8% | +6.7% |
| 3M | +25.5% | +15.7% | +9.8% | +15.1% |
| 6M | +17.1% | +30.0% | -12.9% | -0.3% |
| YTD | +3.8% | +87.5% | -83.8% | -29.0% |
| 1Y | -24.4% | +113.4% | -137.7% | -52.8% |
| All | +52.2% | +84.9% | -32.6% | -12.2% |
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