+59.7%
TEM vs BROS
+20.7%
+39.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | +3.2% | -0.9% | +4.2% | +3.5% |
| 30D | +23.5% | -13.5% | +37.0% | +31.0% |
| 3M | +32.3% | -18.4% | +50.7% | +40.8% |
| 6M | +23.0% | -10.6% | +33.6% | +24.4% |
| YTD | +8.9% | -25.1% | +33.9% | +19.0% |
| 1Y | -19.9% | -28.6% | +8.8% | -11.2% |
| All | +59.7% | +20.7% | +39.0% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling