+88.5%
TEM vs CMS
+25.8%
+62.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.6% |
| 7D | +7.8% | -1.3% | +9.0% | +7.5% |
| 30D | +11.2% | +5.3% | +6.0% | +12.2% |
| 3M | +39.0% | -0.3% | +39.3% | +40.0% |
| 6M | +61.6% | -4.0% | +65.7% | +62.9% |
| YTD | +28.5% | +2.1% | +26.4% | +27.2% |
| 1Y | +6.7% | -4.7% | +11.5% | +7.6% |
| All | +88.5% | +25.8% | +62.8% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling