-5.8%
CI vs TEM
-24.0%
+18.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +0.9% |
| 7D | -1.1% | -1.1% | 0.0% | -1.1% |
| 30D | +0.5% | +11.3% | -10.8% | +0.2% |
| 3M | -5.2% | +25.5% | -30.7% | -5.8% |
| 6M | +4.3% | +17.1% | -12.8% | +3.1% |
| YTD | +2.8% | +3.8% | -1.0% | +1.9% |
| 1Y | -5.8% | -24.4% | +18.5% | -5.3% |
| All | -5.8% | -24.0% | +18.2% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling