+59.7%
TEM vs DTE
+32.1%
+27.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +3.2% | +0.9% | +2.4% | +3.0% |
| 30D | +23.5% | -1.9% | +25.4% | +24.0% |
| 3M | +32.3% | -3.3% | +35.6% | +33.0% |
| 6M | +23.0% | -7.1% | +30.1% | +25.9% |
| YTD | +8.9% | +8.1% | +0.8% | +0.4% |
| 1Y | -19.9% | +5.3% | -25.1% | -25.1% |
| All | +59.7% | +32.1% | +27.6% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling