+52.2%
TEM vs BTSG
+485.9%
-433.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.1% |
| 7D | -1.1% | +2.9% | -4.0% | -2.8% |
| 30D | +11.3% | +0.9% | +10.4% | +9.8% |
| 3M | +25.5% | +1.6% | +23.9% | +19.7% |
| 6M | +17.1% | +46.8% | -29.7% | -17.4% |
| YTD | +3.8% | +65.5% | -61.8% | -33.9% |
| 1Y | -24.4% | +136.2% | -160.6% | -64.8% |
| All | +52.2% | +485.9% | -433.7% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling