-7.8%
CI vs TEM
+90.1%
-98.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.0% | -10.6% | -2.7% |
| 7D | -1.6% | +5.3% | -6.9% | -1.6% |
| 30D | +5.4% | +8.1% | -2.7% | +5.3% |
| 3M | +7.3% | +64.9% | -57.6% | +6.1% |
| 6M | +5.3% | +42.1% | -36.8% | +4.3% |
| YTD | +8.5% | +28.8% | -20.3% | +7.5% |
| 1Y | +17.1% | +5.5% | +11.6% | +16.5% |
| All | -7.8% | +90.1% | -98.0% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling