+56.0%
TEM vs BTI
-0.7%
+56.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.4% | -7.0% | -4.6% |
| 7D | -5.9% | +1.6% | -7.5% | -4.5% |
| 30D | +4.8% | +9.2% | -4.4% | +11.0% |
| 3M | +31.9% | +9.6% | +22.2% | +39.1% |
| 6M | +56.0% | -2.4% | +58.4% | +51.9% |
| All | +56.0% | -0.7% | +56.7% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 6mo: compounded portfolio wealth divided by compounded BTI 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…
6mo analysis · Full analysis span regression · 6 months rolling