+6.7%
TEM vs BWA
+12.4%
-5.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -3.9% | -4.4% |
| 7D | +7.8% | +7.3% | +0.5% | +6.5% |
| 30D | +11.2% | -15.8% | +27.1% | +13.4% |
| 3M | +39.0% | -25.7% | +64.7% | +43.9% |
| 6M | +61.6% | -19.6% | +81.2% | +66.3% |
| YTD | +28.5% | +14.1% | +14.5% | +16.5% |
| 1Y | +6.7% | +12.2% | -5.4% | -2.3% |
| All | +6.7% | +12.4% | -5.7% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling