+55.3%
BE vs TEM
-11.1%
+66.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.5% | -5.5% |
| 7D | -12.1% | -1.3% | -10.8% | -11.8% |
| 30D | -30.1% | -9.5% | -20.6% | -28.4% |
| 3M | -12.1% | +60.7% | -72.8% | -30.5% |
| 6M | -30.6% | +35.5% | -66.0% | -41.0% |
| YTD | +130.6% | +28.0% | +102.6% | +83.1% |
| 1Y | +55.3% | -10.5% | +65.8% | +69.7% |
| All | +55.3% | -11.1% | +66.4% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling