+7.9%
BND vs TEM
+60.7%
-52.8%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.1% | +3.2% | -3.1% | +0.1% |
| 30D | -0.4% | +23.5% | -23.9% | -0.5% |
| 3M | -0.2% | +32.3% | -32.5% | -0.4% |
| 6M | -1.2% | +23.0% | -24.2% | -1.4% |
| YTD | -0.3% | +8.9% | -9.2% | -0.5% |
| 1Y | +0.4% | -19.9% | +20.3% | +0.3% |
| All | +7.9% | +60.7% | -52.8% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling