+77.9%
TEM vs BTDR
-43.3%
+121.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -8.6% | +3.0% | -3.1% |
| 7D | -5.9% | -6.9% | +1.0% | -4.1% |
| 30D | +4.8% | -31.5% | +36.3% | +15.8% |
| 3M | +31.9% | -36.1% | +68.0% | +46.8% |
| 6M | +56.0% | -57.6% | +113.6% | +87.6% |
| YTD | +21.3% | -50.0% | +71.3% | +33.4% |
| 1Y | +5.4% | -49.6% | +55.0% | +14.7% |
| All | +77.9% | -43.3% | +121.2% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling