+97.3%
TEM vs CLX
-10.5%
+107.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +5.1% | +7.8% | -2.7% | +3.5% |
| 30D | +16.8% | +28.5% | -11.7% | +11.1% |
| 3M | +42.6% | +1.3% | +41.3% | +42.9% |
| 6M | +63.9% | +23.4% | +40.5% | +57.8% |
| YTD | +34.5% | +11.4% | +23.1% | +30.0% |
| 1Y | +11.0% | +6.9% | +4.1% | +9.1% |
| All | +97.3% | -10.5% | +107.8% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling