+5.4%
TEM vs CPB
-22.0%
+27.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.2% | -8.8% | -5.8% |
| 7D | -5.9% | -1.6% | -4.3% | -5.7% |
| 30D | +4.8% | +19.2% | -14.4% | +2.7% |
| 3M | +31.9% | -0.9% | +32.8% | +32.6% |
| 6M | +56.0% | +15.2% | +40.8% | +54.6% |
| YTD | +21.3% | -13.1% | +34.3% | +16.6% |
| 1Y | +5.4% | -22.4% | +27.8% | +0.8% |
| All | +5.4% | -22.0% | +27.4% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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