+64.9%
TEM vs CFG
-14.1%
+79.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.9% | +8.9% | +7.9% |
| 7D | +5.3% | -0.9% | +6.2% | +6.0% |
| 30D | +8.1% | +1.1% | +7.0% | +10.0% |
| 3M | +64.9% | -12.0% | +76.9% | +39.2% |
| All | +64.9% | -14.1% | +79.0% | +39.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling