+5.4%
TEM vs BROS
-37.3%
+42.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.5% | -12.1% | -7.4% |
| 7D | -5.9% | +6.3% | -12.2% | -7.4% |
| 30D | +4.8% | -8.3% | +13.1% | +7.0% |
| 3M | +31.9% | -29.8% | +61.7% | +44.1% |
| 6M | +56.0% | -25.8% | +81.8% | +62.3% |
| YTD | +21.3% | -41.4% | +62.6% | +33.6% |
| 1Y | +5.4% | -35.2% | +40.6% | +14.5% |
| All | +5.4% | -37.3% | +42.7% | +14.5% |
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