-17.3%
TEM vs BTDR
-4.8%
-12.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -1.0% |
| 7D | +0.9% | +20.0% | -19.1% | -3.5% |
| 30D | +38.4% | +11.9% | +26.4% | +33.7% |
| 3M | +23.7% | -36.9% | +60.6% | +32.4% |
| 6M | +26.0% | +56.5% | -30.5% | +13.3% |
| YTD | +9.4% | +10.4% | -1.0% | +3.1% |
| 1Y | -17.3% | +3.1% | -20.4% | -17.0% |
| All | -17.3% | -4.8% | -12.5% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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