-21.6%
TEM vs DD
+35.8%
-57.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.6% | -2.1% | -4.0% |
| 7D | -1.1% | -3.8% | +2.7% | -0.1% |
| 30D | +11.3% | -9.2% | +20.5% | +14.0% |
| 3M | +25.5% | -9.0% | +34.5% | +28.1% |
| 6M | +17.1% | -5.0% | +22.1% | +17.2% |
| YTD | +3.8% | +7.4% | -3.6% | -2.2% |
| All | -21.6% | +35.8% | -57.4% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling