+60.5%
TEM vs BAH
-48.7%
+109.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +0.9% | -3.2% | +4.1% | +2.1% |
| 30D | +38.4% | +2.0% | +36.4% | +38.0% |
| 3M | +23.7% | -7.6% | +31.3% | +27.7% |
| 6M | +26.0% | -5.7% | +31.7% | +28.7% |
| YTD | +9.4% | -11.7% | +21.2% | +13.0% |
| 1Y | -17.3% | -27.4% | +10.1% | -7.4% |
| All | +60.5% | -48.7% | +109.2% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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