+59.7%
TEM vs BTDR
+28.2%
+31.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.9% | -1.2% |
| 7D | +3.2% | +22.4% | -19.2% | -3.0% |
| 30D | +23.5% | +16.5% | +7.1% | +16.8% |
| 3M | +32.3% | -31.5% | +63.8% | +43.0% |
| 6M | +23.0% | +74.0% | -51.0% | -1.2% |
| YTD | +8.9% | +13.0% | -4.2% | -3.2% |
| 1Y | -19.9% | -0.2% | -19.6% | -31.9% |
| All | +59.7% | +28.2% | +31.5% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling