+109.8%
TEM vs CG
+14.6%
+95.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.6% | +4.5% | +5.6% |
| 7D | +7.6% | +3.0% | +4.5% | +4.9% |
| 30D | +19.0% | +10.1% | +8.9% | +9.4% |
| 3M | +62.2% | -10.8% | +73.1% | +77.3% |
| 6M | +69.4% | -15.2% | +84.6% | +91.0% |
| YTD | +43.0% | -26.9% | +69.9% | +82.5% |
| 1Y | +18.0% | -17.0% | +35.0% | +33.3% |
| All | +109.8% | +14.6% | +95.2% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling