-10.5%
TEM vs CAPR
+47.4%
-57.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.3% | -11.1% | -2.9% |
| 7D | -1.3% | +43.2% | -44.5% | -1.5% |
| 30D | -9.5% | +14.7% | -24.2% | -9.6% |
| 3M | +60.7% | +113.9% | -53.2% | +60.2% |
| 6M | +35.5% | -73.4% | +108.9% | +36.3% |
| YTD | +28.0% | -69.1% | +97.1% | +28.6% |
| 1Y | -10.5% | +47.2% | -57.7% | -11.2% |
| All | -10.5% | +47.4% | -57.9% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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