+88.9%
TEM vs CP
+23.6%
+65.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.7% | +9.7% | +9.4% |
| 7D | +5.3% | +2.8% | +2.5% | +2.7% |
| 30D | +8.1% | +10.2% | -2.1% | -1.3% |
| 3M | +64.9% | +2.4% | +62.5% | +61.5% |
| 6M | +42.1% | +7.7% | +34.5% | +31.8% |
| YTD | +28.8% | +26.0% | +2.8% | +0.4% |
| 1Y | +5.5% | +34.6% | -29.1% | -24.0% |
| All | +88.9% | +23.6% | +65.4% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling