-17.3%
TEM vs CMS
-1.9%
-15.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.2% |
| 7D | +0.9% | +0.4% | +0.5% | +1.1% |
| 30D | +38.4% | -3.6% | +42.0% | +36.1% |
| 3M | +23.7% | -1.9% | +25.6% | +22.3% |
| 6M | +26.0% | -11.0% | +37.0% | +22.0% |
| YTD | +9.4% | +0.2% | +9.2% | +7.7% |
| 1Y | -17.3% | -1.3% | -16.0% | -15.0% |
| All | -17.3% | -1.9% | -15.4% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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