-24.4%
TEM vs CG
-29.3%
+5.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.0% | -0.7% | -2.4% |
| 7D | -1.1% | -6.4% | +5.4% | +2.7% |
| 30D | +11.3% | -7.1% | +18.4% | +16.1% |
| 3M | +25.5% | -1.6% | +27.1% | +26.2% |
| 6M | +17.1% | -8.3% | +25.5% | +23.2% |
| YTD | +3.8% | -23.8% | +27.6% | +18.6% |
| 1Y | -24.4% | -28.7% | +4.4% | -11.7% |
| All | -24.4% | -29.3% | +5.0% | -11.7% |
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