+46.6%
TEM vs BBY
+16.6%
+30.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -1.3% |
| 7D | -8.7% | +0.6% | -9.3% | -9.0% |
| 30D | +8.1% | +9.4% | -1.3% | +1.9% |
| 3M | +19.0% | +19.3% | -0.3% | +5.8% |
| 6M | +12.0% | +47.9% | -35.9% | -13.5% |
| YTD | -0.1% | +39.6% | -39.6% | -21.0% |
| 1Y | -33.5% | +22.2% | -55.7% | -42.7% |
| All | +46.6% | +16.6% | +30.0% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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