+60.5%
TEM vs CF
+93.0%
-32.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | -0.3% |
| 7D | +0.9% | +6.0% | -5.1% | +1.3% |
| 30D | +38.4% | +14.8% | +23.5% | +39.8% |
| 3M | +23.7% | +14.1% | +9.6% | +25.1% |
| 6M | +26.0% | +28.5% | -2.5% | +25.1% |
| YTD | +9.4% | +74.9% | -65.5% | +6.1% |
| 1Y | -17.3% | +61.7% | -79.0% | -19.4% |
| All | +60.5% | +93.0% | -32.5% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 all: compounded portfolio wealth divided by compounded CF 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…
all analysis · Full analysis span regression · 6 months rolling