+59.7%
TEM vs BBWI
-53.2%
+113.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.7% |
| 7D | +3.2% | +1.6% | +1.7% | +2.6% |
| 30D | +23.5% | -6.2% | +29.7% | +25.1% |
| 3M | +32.3% | +4.3% | +28.0% | +26.9% |
| 6M | +23.0% | -7.2% | +30.2% | +22.5% |
| YTD | +8.9% | -3.0% | +11.9% | +4.3% |
| 1Y | -19.9% | -30.8% | +10.9% | -9.2% |
| All | +59.7% | -53.2% | +113.0% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling