+45.9%
TEM vs PBR
+93.8%
-47.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.6% |
| 7D | -9.2% | +4.2% | -13.4% | -10.1% |
| 30D | +5.5% | +22.7% | -17.3% | +0.3% |
| 3M | +18.7% | +21.5% | -2.8% | +12.6% |
| 6M | +15.4% | +24.0% | -8.6% | +5.5% |
| YTD | -0.5% | +88.2% | -88.8% | -26.3% |
| 1Y | -24.8% | +74.8% | -99.7% | -42.5% |
| All | +45.9% | +93.8% | -47.9% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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