+19.3%
TEM vs BIYA
-99.8%
+119.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.2% | -4.7% |
| 7D | -1.1% | +2.7% | -3.8% | -1.0% |
| 30D | +11.3% | -16.7% | +28.0% | +11.0% |
| 3M | +25.5% | -74.6% | +100.2% | +25.0% |
| 6M | +17.1% | -85.4% | +102.5% | +18.7% |
| YTD | +3.8% | -94.2% | +98.0% | +5.0% |
| 1Y | -24.4% | -98.6% | +74.2% | -22.5% |
| All | +19.3% | -99.8% | +119.1% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling