-7.0%
CI vs TEM
+89.7%
-96.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.7% | -1.7% |
| 7D | -1.7% | +7.8% | -9.5% | -1.8% |
| 30D | +4.9% | +11.2% | -6.4% | +4.7% |
| 3M | +7.4% | +39.0% | -31.6% | +6.6% |
| 6M | +0.4% | +61.6% | -61.3% | -0.8% |
| YTD | +9.5% | +28.5% | -19.0% | +8.5% |
| 1Y | +12.0% | +6.7% | +5.2% | +11.3% |
| All | -7.0% | +89.7% | -96.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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