-17.3%
TEM vs CG
-24.3%
+7.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.8% |
| 7D | +0.9% | -4.3% | +5.2% | +3.4% |
| 30D | +38.4% | -5.1% | +43.5% | +42.2% |
| 3M | +23.7% | +8.7% | +15.0% | +17.4% |
| 6M | +26.0% | -9.2% | +35.2% | +31.5% |
| YTD | +9.4% | -18.9% | +28.3% | +20.5% |
| 1Y | -17.3% | -25.6% | +8.4% | -6.6% |
| All | -17.3% | -24.3% | +7.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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