+97.3%
TEM vs BBWI
-46.2%
+143.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +5.1% | -7.7% | +12.8% | +8.3% |
| 30D | +16.8% | +24.8% | -7.9% | +7.0% |
| 3M | +42.6% | +16.2% | +26.4% | +31.6% |
| 6M | +63.9% | +15.8% | +48.1% | +49.1% |
| YTD | +34.5% | +11.4% | +23.1% | +21.0% |
| 1Y | +11.0% | +3.2% | +7.8% | +1.4% |
| All | +97.3% | -46.2% | +143.6% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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