-17.3%
TEM vs BR
-29.1%
+11.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +1.2% |
| 7D | +0.9% | -5.3% | +6.2% | +3.0% |
| 30D | +38.4% | +6.4% | +31.9% | +36.1% |
| 3M | +23.7% | +13.6% | +10.0% | +19.9% |
| 6M | +26.0% | -6.7% | +32.7% | +28.6% |
| YTD | +9.4% | -21.1% | +30.5% | +18.8% |
| 1Y | -17.3% | -29.6% | +12.3% | +9.1% |
| All | -17.3% | -29.1% | +11.8% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling