+60.5%
TEM vs CAG
-37.1%
+97.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +0.9% | -3.8% | +4.7% | +1.0% |
| 30D | +38.4% | +3.1% | +35.2% | +38.3% |
| 3M | +23.7% | +23.5% | +0.2% | +23.6% |
| 6M | +26.0% | -14.8% | +40.8% | +26.0% |
| YTD | +9.4% | -5.4% | +14.9% | +8.8% |
| 1Y | -17.3% | -11.8% | -5.5% | -17.2% |
| All | +60.5% | -37.1% | +97.7% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling