+88.9%
TEM vs CAPR
+71.4%
+17.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.7% | +3.3% | +7.9% |
| 7D | +5.3% | +41.1% | -35.8% | +4.7% |
| 30D | +8.1% | +11.1% | -3.0% | +7.8% |
| 3M | +64.9% | +115.3% | -50.4% | +62.4% |
| 6M | +42.1% | -73.8% | +116.0% | +43.8% |
| YTD | +28.8% | -68.8% | +97.6% | +29.8% |
| 1Y | +5.5% | +43.3% | -37.8% | +0.1% |
| All | +88.9% | +71.4% | +17.5% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling