-10.5%
TEM vs CSGP
-53.2%
+42.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.0% | -6.8% | -3.8% |
| 7D | -1.3% | +18.3% | -19.6% | -5.3% |
| 30D | -9.5% | +17.8% | -27.3% | -16.2% |
| 3M | +60.7% | +9.3% | +51.4% | +52.7% |
| 6M | +35.5% | -7.9% | +43.4% | +39.1% |
| YTD | +28.0% | -51.5% | +79.6% | +76.1% |
| 1Y | -10.5% | -53.3% | +42.8% | +30.7% |
| All | -10.5% | -53.2% | +42.7% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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