+35.4%
CVS vs TEM
-15.5%
+51.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +4.0% | +0.9% | +3.0% | +4.0% |
| 30D | -2.4% | +38.4% | -40.8% | -1.3% |
| 3M | +2.7% | +23.7% | -21.0% | +3.6% |
| 6M | +21.9% | +26.0% | -4.1% | +22.9% |
| YTD | +24.7% | +9.4% | +15.3% | +25.6% |
| 1Y | +35.4% | -17.3% | +52.7% | +36.9% |
| All | +35.4% | -15.5% | +51.0% | +36.9% |
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