+100.1%
TEM vs DD
+63.3%
+36.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -5.4% |
| 7D | +3.5% | +2.2% | +1.3% | +2.2% |
| 30D | +13.5% | +20.7% | -7.1% | -0.1% |
| 3M | +46.3% | +11.3% | +35.0% | +35.8% |
| 6M | +61.5% | +6.0% | +55.6% | +53.5% |
| YTD | +36.4% | +31.7% | +4.7% | +5.0% |
| 1Y | +12.2% | +32.2% | -20.0% | -13.9% |
| All | +100.1% | +63.3% | +36.8% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling