+59.7%
TEM vs DRI
+55.8%
+3.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.6% |
| 7D | +3.2% | -1.2% | +4.5% | +4.0% |
| 30D | +23.5% | -0.4% | +23.9% | +23.0% |
| 3M | +32.3% | +9.5% | +22.8% | +22.1% |
| 6M | +23.0% | +6.5% | +16.6% | +15.1% |
| YTD | +8.9% | +18.4% | -9.5% | -8.4% |
| 1Y | -19.9% | +4.2% | -24.1% | -24.9% |
| All | +59.7% | +55.8% | +3.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling