+59.7%
TEM vs DD
+36.7%
+23.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +3.2% | -0.6% | +3.8% | +3.6% |
| 30D | +23.5% | -7.4% | +30.9% | +30.2% |
| 3M | +32.3% | -6.4% | +38.7% | +37.5% |
| 6M | +23.0% | -2.5% | +25.5% | +21.9% |
| YTD | +8.9% | +10.2% | -1.4% | -5.2% |
| 1Y | -19.9% | +36.9% | -56.8% | -44.1% |
| All | +59.7% | +36.7% | +23.0% | +2.4% |
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