-33.5%
TEM vs BDX
+22.7%
-56.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | 0.0% |
| 7D | -8.7% | -3.2% | -5.5% | -7.0% |
| 30D | +8.1% | -2.5% | +10.6% | +9.9% |
| 3M | +19.0% | +21.4% | -2.4% | +8.1% |
| 6M | +12.0% | +10.4% | +1.6% | +7.5% |
| YTD | -0.1% | +18.8% | -18.9% | -9.8% |
| 1Y | -33.5% | +21.7% | -55.2% | -38.0% |
| All | -33.5% | +22.7% | -56.3% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling