+60.5%
TEM vs DRI
+58.7%
+1.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +0.9% | +0.6% | +0.3% | +0.5% |
| 30D | +38.4% | +3.8% | +34.5% | +34.2% |
| 3M | +23.7% | +13.0% | +10.6% | +11.3% |
| 6M | +26.0% | +8.3% | +17.7% | +16.7% |
| YTD | +9.4% | +20.6% | -11.2% | -9.0% |
| 1Y | -17.3% | +6.5% | -23.7% | -23.6% |
| All | +60.5% | +58.7% | +1.8% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling