+60.5%
TEM vs CLX
-23.1%
+83.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +0.9% | -9.2% | +10.1% | +3.1% |
| 30D | +38.4% | -11.0% | +49.4% | +42.2% |
| 3M | +23.7% | +5.0% | +18.6% | +22.9% |
| 6M | +26.0% | -18.8% | +44.8% | +33.3% |
| YTD | +9.4% | -4.4% | +13.8% | +8.9% |
| 1Y | -17.3% | -21.9% | +4.6% | -11.1% |
| All | +60.5% | -23.1% | +83.7% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling