+52.2%
TEM vs DG
+6.0%
+46.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.6% | -2.1% | -4.4% |
| 7D | -1.1% | -4.8% | +3.8% | -0.5% |
| 30D | +11.3% | +1.8% | +9.5% | +11.0% |
| 3M | +25.5% | +14.5% | +11.1% | +22.9% |
| 6M | +17.1% | -13.6% | +30.7% | +17.5% |
| YTD | +3.8% | -4.8% | +8.6% | +3.5% |
| 1Y | -24.4% | +21.6% | -45.9% | -25.7% |
| All | +52.2% | +6.0% | +46.2% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling