+77.9%
TEM vs BLDR
-59.2%
+137.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.6% | -6.1% |
| 7D | -5.9% | -3.0% | -2.9% | -4.2% |
| 30D | +4.8% | +20.1% | -15.3% | -6.6% |
| 3M | +31.9% | -17.5% | +49.4% | +44.0% |
| 6M | +56.0% | -16.1% | +72.1% | +64.9% |
| YTD | +21.3% | -41.0% | +62.3% | +52.1% |
| 1Y | +5.4% | -41.6% | +47.0% | +31.7% |
| All | +77.9% | -59.2% | +137.1% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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