+109.8%
TEM vs CMS
+26.4%
+83.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.5% | +10.5% | +11.1% |
| 7D | +7.6% | -0.9% | +8.5% | +7.4% |
| 30D | +19.0% | +7.1% | +12.0% | +20.4% |
| 3M | +62.2% | -1.3% | +63.5% | +63.6% |
| 6M | +69.4% | -2.7% | +72.0% | +70.6% |
| YTD | +43.0% | +2.6% | +40.4% | +41.6% |
| 1Y | +18.0% | -2.0% | +20.0% | +18.4% |
| All | +109.8% | +26.4% | +83.4% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling