+60.5%
TEM vs CFG
+125.0%
-64.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +0.9% | +1.5% | -0.6% | -0.6% |
| 30D | +38.4% | -3.8% | +42.2% | +42.5% |
| 3M | +23.7% | +11.5% | +12.2% | +7.8% |
| 6M | +26.0% | +19.2% | +6.8% | +1.7% |
| YTD | +9.4% | +23.7% | -14.3% | -16.8% |
| 1Y | -17.3% | +38.8% | -56.1% | -46.3% |
| All | +60.5% | +125.0% | -64.5% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling