+59.7%
TEM vs CNP
+38.3%
+21.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +3.2% | +1.6% | +1.6% | +2.9% |
| 30D | +23.5% | -0.8% | +24.3% | +23.6% |
| 3M | +32.3% | -3.6% | +35.9% | +32.8% |
| 6M | +23.0% | -6.9% | +30.0% | +24.9% |
| YTD | +8.9% | +6.4% | +2.4% | +2.1% |
| 1Y | -19.9% | +9.9% | -29.8% | -26.9% |
| All | +59.7% | +38.3% | +21.4% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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