+45.9%
TEM vs BB
+200.4%
-154.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -2.9% |
| 7D | -9.2% | -2.1% | -7.1% | -8.2% |
| 30D | +5.5% | -16.0% | +21.5% | +14.3% |
| 3M | +18.7% | -14.5% | +33.2% | +25.0% |
| 6M | +15.4% | +118.6% | -103.1% | -30.6% |
| YTD | -0.5% | +98.9% | -99.5% | -36.6% |
| 1Y | -24.8% | +99.5% | -124.3% | -53.9% |
| All | +45.9% | +200.4% | -154.5% | -36.9% |
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