+48.4%
BP vs TEM
+53.2%
-4.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.7% | +6.5% | +1.9% |
| 7D | +4.0% | -1.1% | +5.0% | +4.0% |
| 30D | +7.8% | +11.3% | -3.5% | +7.6% |
| 3M | +8.4% | +25.5% | -17.2% | +7.8% |
| 6M | +15.1% | +17.1% | -2.1% | +14.5% |
| YTD | +36.4% | +3.8% | +32.6% | +35.9% |
| 1Y | +40.9% | -24.4% | +65.3% | +41.4% |
| All | +48.4% | +53.2% | -4.8% | +46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling