+59.7%
TEM vs BG
+29.1%
+30.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.4% |
| 7D | +3.2% | +2.4% | +0.9% | +2.7% |
| 30D | +23.5% | +15.0% | +8.5% | +19.4% |
| 3M | +32.3% | -0.7% | +33.0% | +32.6% |
| 6M | +23.0% | +7.5% | +15.5% | +19.6% |
| YTD | +8.9% | +41.6% | -32.7% | -4.6% |
| 1Y | -19.9% | +50.7% | -70.5% | -32.1% |
| All | +59.7% | +29.1% | +30.6% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling