+75.0%
TEM vs CSGP
-57.3%
+132.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.2% | -6.0% |
| 7D | -9.5% | +13.9% | -23.4% | -15.8% |
| 30D | -2.2% | +16.0% | -18.2% | -14.1% |
| 3M | +50.8% | +6.1% | +44.7% | +39.0% |
| 6M | +30.3% | -8.2% | +38.4% | +30.5% |
| YTD | +19.3% | -52.3% | +71.6% | +104.4% |
| 1Y | -14.4% | -54.5% | +40.1% | +53.7% |
| All | +75.0% | -57.3% | +132.2% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling