+77.9%
TEM vs DT
-4.0%
+81.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.4% | -5.5% |
| 7D | -5.9% | +3.1% | -9.0% | -7.8% |
| 30D | +4.8% | -29.5% | +34.3% | +32.0% |
| 3M | +31.9% | -11.7% | +43.6% | +39.8% |
| 6M | +56.0% | +29.0% | +27.0% | +20.1% |
| YTD | +21.3% | +3.4% | +17.9% | +10.5% |
| 1Y | +5.4% | -4.2% | +9.6% | +3.6% |
| All | +77.9% | -4.0% | +81.9% | +136.2% |
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