+100.1%
TEM vs BB
+264.1%
-164.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.2% |
| 7D | +3.5% | +11.6% | -8.1% | -1.5% |
| 30D | +13.5% | +2.6% | +11.0% | +12.0% |
| 3M | +46.3% | +3.5% | +42.8% | +41.4% |
| 6M | +61.5% | +43.5% | +18.0% | +27.3% |
| YTD | +36.4% | +141.2% | -104.8% | -21.9% |
| 1Y | +12.2% | +97.4% | -85.2% | -28.4% |
| All | +100.1% | +264.1% | -164.0% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling