+45.9%
TEM vs BG
+29.8%
+16.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.3% |
| 7D | -9.2% | +3.7% | -12.9% | -9.9% |
| 30D | +5.5% | +12.3% | -6.9% | +2.6% |
| 3M | +18.7% | -2.2% | +20.9% | +19.7% |
| 6M | +15.4% | +5.3% | +10.1% | +13.1% |
| YTD | -0.5% | +42.4% | -42.9% | -13.0% |
| 1Y | -24.8% | +55.2% | -80.0% | -37.1% |
| All | +45.9% | +29.8% | +16.1% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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