+45.9%
TEM vs DTE
+29.3%
+16.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.8% |
| 7D | -9.2% | -2.0% | -7.2% | -8.6% |
| 30D | +5.5% | -2.4% | +7.9% | +6.0% |
| 3M | +18.7% | -7.3% | +26.0% | +21.2% |
| 6M | +15.4% | -7.6% | +23.0% | +17.7% |
| YTD | -0.5% | +5.8% | -6.3% | -7.7% |
| 1Y | -24.8% | +2.3% | -27.2% | -28.9% |
| All | +45.9% | +29.3% | +16.7% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling