+74.1%
CVS vs TEM
+60.7%
+13.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.6% | +3.2% | -4.8% | -1.7% |
| 30D | +0.4% | +23.5% | -23.1% | -0.6% |
| 3M | -0.4% | +32.3% | -32.7% | -1.9% |
| 6M | +25.1% | +23.0% | +2.1% | +23.3% |
| YTD | +23.9% | +8.9% | +15.0% | +22.5% |
| 1Y | +41.1% | -19.9% | +60.9% | +41.4% |
| All | +74.1% | +60.7% | +13.4% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling