+100.1%
TEM vs BWA
+56.6%
+43.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -3.6% |
| 7D | +3.5% | -2.4% | +6.0% | +5.1% |
| 30D | +13.5% | -17.7% | +31.2% | +25.5% |
| 3M | +46.3% | -27.0% | +73.3% | +70.6% |
| 6M | +61.5% | -17.3% | +78.8% | +73.4% |
| YTD | +36.4% | +12.9% | +23.5% | +7.7% |
| 1Y | +12.2% | +12.9% | -0.7% | -11.8% |
| All | +100.1% | +56.6% | +43.5% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling