+6.7%
TEM vs BROS
-40.8%
+47.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.7% | -0.7% | -3.4% |
| 7D | +7.8% | -2.5% | +10.2% | +8.6% |
| 30D | +11.2% | -11.2% | +22.5% | +14.9% |
| 3M | +39.0% | -33.9% | +72.9% | +54.9% |
| 6M | +61.6% | -33.5% | +95.1% | +74.4% |
| YTD | +28.5% | -44.9% | +73.5% | +45.1% |
| 1Y | +6.7% | -41.5% | +48.2% | +18.7% |
| All | +6.7% | -40.8% | +47.6% | +18.7% |
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