+97.3%
TEM vs BB
+274.5%
-177.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.7% |
| 7D | +5.1% | +7.3% | -2.3% | +1.9% |
| 30D | +16.8% | +11.2% | +5.6% | +10.9% |
| 3M | +42.6% | +4.7% | +38.0% | +37.1% |
| 6M | +63.9% | +51.1% | +12.8% | +25.8% |
| YTD | +34.5% | +148.0% | -113.5% | -24.0% |
| 1Y | +11.0% | +106.1% | -95.1% | -30.8% |
| All | +97.3% | +274.5% | -177.2% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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