+36.6%
BP vs TEM
-11.1%
+47.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.3% | -4.3% |
| 7D | -8.4% | -1.3% | -7.1% | -8.4% |
| 30D | +2.2% | -9.5% | +11.7% | +2.2% |
| 3M | +8.8% | +60.7% | -51.9% | +11.2% |
| 6M | -0.5% | +35.5% | -36.0% | +1.3% |
| YTD | +36.2% | +28.0% | +8.2% | +37.5% |
| 1Y | +36.6% | -10.5% | +47.1% | +37.6% |
| All | +36.6% | -11.1% | +47.7% | +37.6% |
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