+60.5%
TEM vs CNP
+36.8%
+23.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +0.9% | +1.1% | -0.2% | +0.7% |
| 30D | +38.4% | -1.8% | +40.2% | +38.8% |
| 3M | +23.7% | -4.6% | +28.3% | +24.2% |
| 6M | +26.0% | -8.8% | +34.8% | +28.7% |
| YTD | +9.4% | +5.2% | +4.2% | +2.8% |
| 1Y | -17.3% | +8.3% | -25.6% | -24.2% |
| All | +60.5% | +36.8% | +23.8% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling