+45.9%
TEM vs BDX
+1.4%
+44.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.3% | -2.8% |
| 7D | -9.2% | -5.4% | -3.7% | -5.5% |
| 30D | +5.5% | -2.2% | +7.7% | +7.6% |
| 3M | +18.7% | +20.1% | -1.4% | +4.5% |
| 6M | +15.4% | +9.1% | +6.4% | +8.8% |
| YTD | -0.5% | +17.9% | -18.4% | -12.4% |
| 1Y | -24.8% | +22.1% | -46.9% | -35.6% |
| All | +45.9% | +1.4% | +44.6% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling