+45.9%
TEM vs BR
-9.7%
+55.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -9.2% | -6.0% | -3.2% | -5.4% |
| 30D | +5.5% | -0.9% | +6.3% | +6.3% |
| 3M | +18.7% | +16.4% | +2.3% | +6.6% |
| 6M | +15.4% | -8.2% | +23.6% | +24.6% |
| YTD | -0.5% | -23.2% | +22.7% | +25.7% |
| 1Y | -24.8% | -30.9% | +6.1% | +6.1% |
| All | +45.9% | -9.7% | +55.7% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling