+109.8%
TEM vs CAPR
+87.6%
+22.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +9.4% | +1.6% | +10.9% |
| 7D | +7.6% | +36.0% | -28.5% | +7.0% |
| 30D | +19.0% | +25.8% | -6.8% | +18.5% |
| 3M | +62.2% | +140.8% | -78.6% | +59.5% |
| 6M | +69.4% | -67.6% | +136.9% | +70.7% |
| YTD | +43.0% | -65.9% | +108.9% | +43.9% |
| 1Y | +18.0% | +66.1% | -48.1% | +11.2% |
| All | +109.8% | +87.6% | +22.2% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling