+1,834.5%
BE vs TEM
+60.7%
+1,773.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.5% | +10.1% | +9.7% |
| 7D | +29.8% | +3.2% | +26.5% | +28.9% |
| 30D | +26.4% | +23.5% | +2.9% | +19.2% |
| 3M | +9.3% | +32.3% | -23.0% | +1.5% |
| 6M | +105.1% | +23.0% | +82.0% | +91.0% |
| YTD | +219.0% | +8.9% | +210.2% | +203.3% |
| 1Y | +418.8% | -19.9% | +438.6% | +425.7% |
| All | +1,834.5% | +60.7% | +1,773.8% | +1,654.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling