+46.6%
TEM vs BTG
+117.6%
-71.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -8.7% | -3.8% | -4.9% | -7.5% |
| 30D | +8.1% | +3.6% | +4.4% | +7.0% |
| 3M | +19.0% | +32.0% | -13.0% | +9.2% |
| 6M | +12.0% | +3.4% | +8.7% | +8.7% |
| YTD | -0.1% | +20.8% | -20.9% | -8.7% |
| 1Y | -33.5% | +22.4% | -55.9% | -40.1% |
| All | +46.6% | +117.6% | -71.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling