+60.5%
TEM vs BAX
-20.5%
+81.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | +0.9% | -1.1% | +2.1% | +1.4% |
| 30D | +38.4% | -5.5% | +43.8% | +41.8% |
| 3M | +23.7% | +33.5% | -9.9% | +9.7% |
| 6M | +26.0% | +35.9% | -9.9% | +10.4% |
| YTD | +9.4% | +35.4% | -25.9% | -5.3% |
| 1Y | -17.3% | +9.8% | -27.0% | -22.0% |
| All | +60.5% | -20.5% | +81.1% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling