+77.9%
TEM vs CFG
+109.1%
-31.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.3% | -6.3% |
| 7D | -5.9% | +3.2% | -9.0% | -8.6% |
| 30D | +4.8% | +5.1% | -0.3% | +0.1% |
| 3M | +31.9% | -11.2% | +43.1% | +47.1% |
| 6M | +56.0% | +9.6% | +46.4% | +37.0% |
| YTD | +21.3% | +15.0% | +6.3% | -0.9% |
| 1Y | +5.4% | +29.9% | -24.5% | -25.8% |
| All | +77.9% | +109.1% | -31.2% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling