+59.7%
TEM vs BR
-9.5%
+69.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +1.1% |
| 7D | +3.2% | -5.9% | +9.2% | +7.5% |
| 30D | +23.5% | +1.9% | +21.6% | +22.4% |
| 3M | +32.3% | +14.7% | +17.7% | +20.1% |
| 6M | +23.0% | -12.8% | +35.8% | +38.3% |
| YTD | +8.9% | -23.0% | +31.9% | +37.4% |
| 1Y | -19.9% | -31.7% | +11.8% | +14.6% |
| All | +59.7% | -9.5% | +69.3% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling