-19.9%
TEM vs CMS
-0.5%
-19.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.3% |
| 7D | +3.2% | +1.2% | +2.0% | +3.9% |
| 30D | +23.5% | -3.2% | +26.7% | +21.9% |
| 3M | +32.3% | -2.2% | +34.5% | +30.8% |
| 6M | +23.0% | -9.4% | +32.4% | +19.7% |
| YTD | +8.9% | +0.7% | +8.2% | +7.3% |
| 1Y | -19.9% | +0.4% | -20.2% | -16.8% |
| All | -19.9% | -0.5% | -19.4% | -16.8% |
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