+109.8%
TEM vs BBWI
-46.1%
+155.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.9% | +9.2% | +10.3% |
| 7D | +7.6% | -6.2% | +13.8% | +10.1% |
| 30D | +19.0% | +25.5% | -6.4% | +8.8% |
| 3M | +62.2% | +8.0% | +54.3% | +54.1% |
| 6M | +69.4% | +12.7% | +56.7% | +56.0% |
| YTD | +43.0% | +11.6% | +31.4% | +28.5% |
| 1Y | +18.0% | -0.9% | +18.9% | +10.5% |
| All | +109.8% | -46.1% | +155.9% | +228.5% |
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