+109.8%
TEM vs CSGP
-58.3%
+168.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.3% | +8.8% | +9.9% |
| 7D | +7.6% | -1.8% | +9.4% | +8.3% |
| 30D | +19.0% | +5.3% | +13.8% | +11.2% |
| 3M | +62.2% | +3.3% | +58.9% | +51.1% |
| 6M | +69.4% | -4.7% | +74.0% | +63.9% |
| YTD | +43.0% | -53.5% | +96.5% | +147.8% |
| 1Y | +18.0% | -53.7% | +71.7% | +104.1% |
| All | +109.8% | -58.3% | +168.1% | +260.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling