+63.9%
CVS vs TEM
+89.7%
-25.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.4% |
| 7D | +10.4% | +7.8% | +2.6% | +10.1% |
| 30D | +3.3% | +11.2% | -7.9% | +2.8% |
| 3M | -4.5% | +39.0% | -43.5% | -6.0% |
| 6M | -4.4% | +61.6% | -66.0% | -6.7% |
| YTD | +16.6% | +28.5% | -11.9% | +14.5% |
| 1Y | +15.3% | +6.7% | +8.6% | +14.3% |
| All | +63.9% | +89.7% | -25.9% | +50.4% |
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 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