+45.9%
TEM vs DG
+4.7%
+41.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -4.0% |
| 7D | -9.2% | -6.3% | -2.9% | -8.4% |
| 30D | +5.5% | +2.4% | +3.0% | +5.2% |
| 3M | +18.7% | +12.4% | +6.3% | +16.5% |
| 6M | +15.4% | -14.9% | +30.3% | +16.0% |
| YTD | -0.5% | -6.1% | +5.5% | -0.6% |
| 1Y | -24.8% | +17.9% | -42.7% | -25.9% |
| All | +45.9% | +4.7% | +41.2% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling