+52.2%
TEM vs DGX
+77.9%
-25.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -1.1% | -2.2% | +1.2% | +0.2% |
| 30D | +11.3% | -0.9% | +12.2% | +12.3% |
| 3M | +25.5% | +15.6% | +9.9% | +15.7% |
| 6M | +17.1% | +17.8% | -0.7% | +6.5% |
| YTD | +3.8% | +37.5% | -33.7% | -16.4% |
| 1Y | -24.4% | +31.2% | -55.5% | -37.4% |
| All | +52.2% | +77.9% | -25.7% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling