+97.3%
TEM vs DG
+17.6%
+79.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +5.1% | -3.0% | +8.0% | +5.4% |
| 30D | +16.8% | +8.6% | +8.2% | +15.5% |
| 3M | +42.6% | +15.0% | +27.6% | +40.0% |
| 6M | +63.9% | +32.7% | +31.2% | +57.3% |
| YTD | +34.5% | +5.5% | +29.0% | +32.2% |
| 1Y | +11.0% | +34.6% | -23.6% | +7.6% |
| All | +97.3% | +17.6% | +79.8% | +101.3% |
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 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