+45.9%
TEM vs BTDR
+16.7%
+29.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.3% | -2.2% |
| 7D | -9.2% | -3.2% | -6.0% | -8.3% |
| 30D | +5.5% | +32.7% | -27.2% | -2.7% |
| 3M | +18.7% | -28.4% | +47.1% | +26.9% |
| 6M | +15.4% | +51.7% | -36.3% | -3.3% |
| YTD | -0.5% | +2.9% | -3.4% | -9.0% |
| 1Y | -24.8% | -15.5% | -9.4% | -32.5% |
| All | +45.9% | +16.7% | +29.2% | +5.4% |
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