-10.5%
TEM vs DGX
+45.0%
-55.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.3% | -4.5% |
| 7D | -1.3% | +4.1% | -5.4% | -3.4% |
| 30D | -9.5% | +10.5% | -20.0% | -14.0% |
| 3M | +60.7% | +9.8% | +50.9% | +54.4% |
| 6M | +35.5% | +34.6% | +0.9% | +23.2% |
| YTD | +28.0% | +49.8% | -21.8% | +6.6% |
| 1Y | -10.5% | +46.0% | -56.5% | -24.9% |
| All | -10.5% | +45.0% | -55.5% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling