+100.1%
TEM vs CNP
+42.2%
+57.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -4.8% |
| 7D | +3.5% | -3.0% | +6.6% | +3.9% |
| 30D | +13.5% | +6.8% | +6.7% | +12.7% |
| 3M | +46.3% | +3.6% | +42.6% | +46.0% |
| 6M | +61.5% | 0.0% | +61.5% | +61.1% |
| YTD | +36.4% | +9.4% | +27.0% | +28.0% |
| 1Y | +12.2% | +6.8% | +5.4% | +6.8% |
| All | +100.1% | +42.2% | +57.9% | +58.2% |
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