-10.5%
TEM vs CFG
+34.2%
-44.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -4.0% |
| 7D | -1.3% | +1.8% | -3.1% | -2.1% |
| 30D | -9.5% | +3.3% | -12.8% | -10.9% |
| 3M | +60.7% | -9.8% | +70.5% | +67.4% |
| 6M | +35.5% | +5.2% | +30.3% | +26.8% |
| YTD | +28.0% | +16.1% | +12.0% | +8.4% |
| 1Y | -10.5% | +33.7% | -44.2% | -37.7% |
| All | -10.5% | +34.2% | -44.7% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling