+45.9%
TEM vs CLX
-26.7%
+72.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | -9.2% | -5.9% | -3.3% | -7.8% |
| 30D | +5.5% | -17.0% | +22.5% | +10.1% |
| 3M | +18.7% | -9.6% | +28.3% | +21.7% |
| 6M | +15.4% | -21.5% | +36.9% | +23.1% |
| YTD | -0.5% | -8.8% | +8.3% | +0.1% |
| 1Y | -24.8% | -24.7% | -0.2% | -18.7% |
| All | +45.9% | -26.7% | +72.6% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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