+498.8%
CLS vs TEM
+53.2%
+445.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.7% | +5.8% | +2.1% |
| 7D | +20.1% | -1.1% | +21.2% | +20.4% |
| 30D | +6.0% | +11.3% | -5.3% | +2.7% |
| 3M | -10.3% | +25.5% | -35.8% | -15.9% |
| 6M | +24.5% | +17.1% | +7.4% | +17.6% |
| YTD | +12.9% | +3.8% | +9.1% | +8.6% |
| 1Y | +36.7% | -24.4% | +61.0% | +39.7% |
| All | +498.8% | +53.2% | +445.6% | +408.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 10y: compounded portfolio wealth divided by compounded TEM 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…
10y analysis · Full analysis span regression · 6 months rolling