-10.5%
TEM vs BROS
-18.6%
+8.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.8% | -3.1% |
| 7D | -1.3% | +2.5% | -3.8% | -1.9% |
| 30D | -9.5% | +15.1% | -24.6% | -12.8% |
| 3M | +60.7% | -31.4% | +92.1% | +78.6% |
| 6M | +35.5% | -22.6% | +58.1% | +43.1% |
| YTD | +28.0% | -28.1% | +56.2% | +36.5% |
| 1Y | -10.5% | -20.3% | +9.8% | -9.4% |
| All | -10.5% | -18.6% | +8.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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