+59.7%
TEM vs BDX
+2.3%
+57.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +1.7% |
| 7D | +3.2% | -4.3% | +7.5% | +6.5% |
| 30D | +23.5% | +1.3% | +22.2% | +23.1% |
| 3M | +32.3% | +20.2% | +12.1% | +16.2% |
| 6M | +23.0% | +8.6% | +14.4% | +16.4% |
| YTD | +8.9% | +19.0% | -10.1% | -4.8% |
| 1Y | -19.9% | +21.2% | -41.0% | -30.9% |
| All | +59.7% | +2.3% | +57.4% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling