-43.5%
CMG vs TEM
+60.7%
-104.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -1.5% | +3.2% | -4.7% | -1.7% |
| 30D | +12.7% | +23.5% | -10.8% | +10.6% |
| 3M | +26.3% | +32.3% | -6.0% | +23.1% |
| 6M | +4.5% | +23.0% | -18.5% | +1.9% |
| YTD | -0.1% | +8.9% | -9.0% | -2.0% |
| 1Y | -6.8% | -19.9% | +13.1% | -7.2% |
| All | -43.5% | +60.7% | -104.2% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 all: compounded portfolio wealth divided by compounded TEM 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…
all analysis · Full analysis span regression · 6 months rolling