-10.5%
TEM vs BAX
+46.0%
-56.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.0% | -6.8% | -4.2% |
| 7D | -1.3% | +4.1% | -5.4% | -3.2% |
| 30D | -9.5% | +9.4% | -18.9% | -13.0% |
| 3M | +60.7% | -6.5% | +67.2% | +64.2% |
| 6M | +35.5% | +59.6% | -24.1% | +14.4% |
| YTD | +28.0% | +38.9% | -10.8% | +9.9% |
| 1Y | -10.5% | +48.0% | -58.5% | -24.7% |
| All | -10.5% | +46.0% | -56.6% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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