+59.7%
TEM vs CAPR
+72.6%
-12.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.5% |
| 7D | +3.2% | -9.5% | +12.7% | +3.4% |
| 30D | +23.5% | +121.5% | -98.0% | +21.7% |
| 3M | +32.3% | -65.4% | +97.7% | +33.4% |
| 6M | +23.0% | -67.5% | +90.5% | +24.1% |
| YTD | +8.9% | -68.6% | +77.5% | +9.8% |
| 1Y | -19.9% | +42.7% | -62.5% | -23.9% |
| All | +59.7% | +72.6% | -12.8% | +41.1% |
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