+5.4%
TEM vs CLX
+9.5%
-4.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.2% | -6.8% | -5.8% |
| 7D | -5.9% | +9.5% | -15.4% | -6.7% |
| 30D | +4.8% | +30.7% | -25.9% | +2.7% |
| 3M | +31.9% | +4.2% | +27.7% | +32.1% |
| 6M | +56.0% | +22.1% | +33.9% | +56.6% |
| YTD | +21.3% | +14.1% | +7.2% | +18.6% |
| 1Y | +5.4% | +10.3% | -4.9% | +5.8% |
| All | +5.4% | +9.5% | -4.2% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling