+59.7%
TEM vs CFG
+122.5%
-62.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.6% |
| 7D | +3.2% | +2.7% | +0.6% | +0.5% |
| 30D | +23.5% | -3.7% | +27.2% | +26.8% |
| 3M | +32.3% | +9.5% | +22.8% | +17.5% |
| 6M | +23.0% | +22.2% | +0.8% | -3.5% |
| YTD | +8.9% | +22.3% | -13.5% | -16.3% |
| 1Y | -19.9% | +39.4% | -59.3% | -48.4% |
| All | +59.7% | +122.5% | -62.8% | -50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling