+46.6%
TEM vs DGX
+77.6%
-31.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.5% |
| 7D | -8.7% | -0.9% | -7.8% | -8.2% |
| 30D | +8.1% | -1.2% | +9.2% | +9.2% |
| 3M | +19.0% | +15.8% | +3.2% | +9.6% |
| 6M | +12.0% | +18.2% | -6.2% | +1.6% |
| YTD | -0.1% | +37.2% | -37.3% | -19.4% |
| 1Y | -33.5% | +30.4% | -63.9% | -44.8% |
| All | +46.6% | +77.6% | -31.0% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling