+45.9%
TEM vs BBY
+13.1%
+32.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -9.2% | +0.7% | -9.8% | -9.5% |
| 30D | +5.5% | +5.8% | -0.3% | +1.4% |
| 3M | +18.7% | +18.0% | +0.7% | +6.1% |
| 6M | +15.4% | +39.8% | -24.4% | -7.9% |
| YTD | -0.5% | +35.4% | -35.9% | -20.0% |
| 1Y | -24.8% | +21.4% | -46.2% | -35.1% |
| All | +45.9% | +13.1% | +32.8% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling