+46.6%
TEM vs BTSG
+455.1%
-408.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.5% |
| 7D | -8.7% | -3.3% | -5.4% | -6.8% |
| 30D | +8.1% | -1.6% | +9.6% | +8.5% |
| 3M | +19.0% | -6.9% | +25.9% | +20.1% |
| 6M | +12.0% | +42.1% | -30.1% | -19.8% |
| YTD | -0.1% | +56.8% | -56.9% | -34.2% |
| 1Y | -33.5% | +109.8% | -143.4% | -66.0% |
| All | +46.6% | +455.1% | -408.5% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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