+88.5%
TEM vs DT
-3.8%
+92.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -5.9% | -5.5% |
| 7D | +7.8% | +2.7% | +5.0% | +5.8% |
| 30D | +11.2% | -30.4% | +41.6% | +41.3% |
| 3M | +39.0% | -9.4% | +48.4% | +44.5% |
| 6M | +61.6% | +14.5% | +47.1% | +36.4% |
| YTD | +28.5% | +3.6% | +24.9% | +16.9% |
| 1Y | +6.7% | -3.4% | +10.2% | +4.0% |
| All | +88.5% | -3.8% | +92.3% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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