+59.7%
TEM vs CAG
-38.0%
+97.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | +3.2% | -5.3% | +8.5% | +3.4% |
| 30D | +23.5% | +1.0% | +22.5% | +23.5% |
| 3M | +32.3% | +17.4% | +14.9% | +32.3% |
| 6M | +23.0% | -16.8% | +39.8% | +23.1% |
| YTD | +8.9% | -6.8% | +15.7% | +8.3% |
| 1Y | -19.9% | -15.4% | -4.5% | -19.6% |
| All | +59.7% | -38.0% | +97.8% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling