+59.7%
TEM vs CPB
-44.2%
+103.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.8% |
| 7D | +3.2% | -8.2% | +11.5% | +4.4% |
| 30D | +23.5% | -5.6% | +29.1% | +24.3% |
| 3M | +32.3% | +3.0% | +29.3% | +31.5% |
| 6M | +23.0% | -12.7% | +35.7% | +23.6% |
| YTD | +8.9% | -18.0% | +26.9% | +9.9% |
| 1Y | -19.9% | -31.7% | +11.9% | -17.1% |
| All | +59.7% | -44.2% | +103.9% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling