+61.6%
TEM vs BN
-9.6%
+71.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -3.8% |
| 7D | +7.8% | -0.3% | +8.0% | +8.1% |
| 30D | +11.2% | +13.6% | -2.3% | +3.9% |
| 3M | +39.0% | -6.7% | +45.6% | +48.5% |
| 6M | +61.6% | -9.0% | +70.6% | +75.9% |
| All | +61.6% | -9.6% | +71.2% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 6mo: compounded portfolio wealth divided by compounded BN 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…
6mo analysis · Full analysis span regression · 6 months rolling