+11.0%
TEM vs CP
+32.8%
-21.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +5.1% | -0.7% | +5.7% | +5.3% |
| 30D | +16.8% | +9.6% | +7.2% | +12.5% |
| 3M | +42.6% | +2.2% | +40.4% | +42.1% |
| 6M | +63.9% | +11.1% | +52.8% | +58.1% |
| YTD | +34.5% | +28.2% | +6.3% | +24.0% |
| 1Y | +11.0% | +32.2% | -21.2% | -0.1% |
| All | +11.0% | +32.8% | -21.8% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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