+59.7%
TEM vs BAX
-23.5%
+83.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.2% | +1.1% |
| 7D | +3.2% | -2.4% | +5.7% | +4.3% |
| 30D | +23.5% | -9.7% | +33.2% | +28.8% |
| 3M | +32.3% | +29.3% | +3.1% | +19.0% |
| 6M | +23.0% | +40.7% | -17.6% | +6.6% |
| YTD | +8.9% | +30.3% | -21.4% | -4.3% |
| 1Y | -19.9% | +3.4% | -23.3% | -22.5% |
| All | +59.7% | -23.5% | +83.2% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling