+77.9%
TEM vs CP
+26.2%
+51.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.3% |
| 7D | -5.9% | +2.1% | -8.0% | -7.4% |
| 30D | +4.8% | +9.3% | -4.5% | -3.3% |
| 3M | +31.9% | +0.5% | +31.4% | +31.4% |
| 6M | +56.0% | +10.4% | +45.6% | +41.7% |
| YTD | +21.3% | +28.7% | -7.4% | -7.0% |
| 1Y | +5.4% | +33.2% | -27.8% | -22.4% |
| All | +77.9% | +26.2% | +51.6% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling