+52.2%
TEM vs CLX
-26.0%
+78.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.5% | -4.2% |
| 7D | -1.1% | -4.9% | +3.9% | +0.1% |
| 30D | +11.3% | -15.8% | +27.1% | +15.8% |
| 3M | +25.5% | -7.9% | +33.5% | +28.2% |
| 6M | +17.1% | -19.0% | +36.2% | +23.9% |
| YTD | +3.8% | -7.9% | +11.7% | +4.2% |
| 1Y | -24.4% | -25.4% | +1.0% | -17.6% |
| All | +52.2% | -26.0% | +78.2% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling