+60.5%
TEM vs BN
+51.1%
+9.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.3% |
| 7D | +0.9% | -2.5% | +3.4% | +4.0% |
| 30D | +38.4% | -9.5% | +47.9% | +56.0% |
| 3M | +23.7% | -10.4% | +34.0% | +40.8% |
| 6M | +26.0% | -6.4% | +32.3% | +35.4% |
| YTD | +9.4% | -11.9% | +21.3% | +24.4% |
| 1Y | -17.3% | -8.6% | -8.7% | -11.7% |
| All | +60.5% | +51.1% | +9.4% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling