-10.5%
TEM vs BRO
-3.6%
-6.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.5% | -7.3% | -2.6% |
| 7D | -1.3% | +12.4% | -13.7% | -0.8% |
| 30D | -9.5% | +21.6% | -31.1% | -10.1% |
| 3M | +60.7% | +4.3% | +56.4% | +61.0% |
| 6M | +35.5% | +29.2% | +6.3% | +31.3% |
| YTD | +28.0% | -6.4% | +34.4% | +24.3% |
| 1Y | -10.5% | -5.3% | -5.2% | -13.0% |
| All | -10.5% | -3.6% | -6.9% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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