-19.9%
TEM vs CFG
+39.0%
-58.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +3.2% | +2.7% | +0.6% | +2.3% |
| 30D | +23.5% | -3.7% | +27.2% | +24.6% |
| 3M | +32.3% | +9.5% | +22.8% | +24.9% |
| 6M | +23.0% | +22.2% | +0.8% | +10.2% |
| YTD | +8.9% | +22.3% | -13.5% | -2.1% |
| 1Y | -19.9% | +39.4% | -59.3% | -30.8% |
| All | -19.9% | +39.0% | -58.9% | -30.8% |
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