+46.6%
TEM vs CAG
-40.7%
+87.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.5% |
| 7D | -8.7% | -5.7% | -3.0% | -8.5% |
| 30D | +8.1% | -2.4% | +10.5% | +8.3% |
| 3M | +19.0% | +9.8% | +9.2% | +19.2% |
| 6M | +12.0% | -10.8% | +22.9% | +12.4% |
| YTD | -0.1% | -10.8% | +10.7% | -0.5% |
| 1Y | -33.5% | -19.0% | -14.6% | -33.2% |
| All | +46.6% | -40.7% | +87.3% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling