-10.0%
CRM vs TEM
-11.1%
+1.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.5% |
| 7D | -6.2% | -1.3% | -4.9% | -6.1% |
| 30D | -1.2% | -9.5% | +8.3% | -0.3% |
| 3M | +19.1% | +60.7% | -41.6% | +10.1% |
| 6M | +23.0% | +35.5% | -12.5% | +15.8% |
| YTD | -13.7% | +28.0% | -41.7% | -18.2% |
| 1Y | -10.0% | -10.5% | +0.5% | -7.6% |
| All | -10.0% | -11.1% | +1.1% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling