+60.5%
TEM vs DT
+11.3%
+49.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +1.1% |
| 7D | +0.9% | -3.3% | +4.2% | +3.3% |
| 30D | +38.4% | +2.0% | +36.3% | +35.8% |
| 3M | +23.7% | +20.0% | +3.7% | +6.4% |
| 6M | +26.0% | +39.3% | -13.3% | -7.3% |
| YTD | +9.4% | +19.8% | -10.3% | -7.8% |
| 1Y | -17.3% | +4.3% | -21.6% | -19.8% |
| All | +60.5% | +11.3% | +49.3% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling