not directly .. but ( I like this But .. )
Lower EGT means more room for more fuel .. more fuel in a turbo diesel engine means more powa ..
So if you run a big front mounted intercooler or a top with a fan intercooler, you are always getting lower intake temps .. that drive you to lower EGT that drive again in to more room for fuel ..
Actually if you just add more " boost " ( and know boost it's relative between fuel available and engine load ) there is nothing more than boost ..
But .. ( again this But !)
with more fuel ( that it's the main reason to run a turbo and anyind of intake temp cooler ) you are producing instant more powa ..
this is completely true!
also, if you don't have low enough air intake temps this could eventually cause detonation...

good luck!
you could really go all out and get that kit that sprays water on your intercooler and significantly lowers your EGT, resulting in (as tapage says) MORE POWA!!