+52.2%
TEM vs CRL
+31.9%
+20.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.0% |
| 7D | -1.1% | -4.6% | +3.5% | +2.8% |
| 30D | +11.3% | +0.5% | +10.8% | +11.4% |
| 3M | +25.5% | +46.6% | -21.1% | -8.2% |
| 6M | +17.1% | +57.3% | -40.1% | -20.1% |
| YTD | +3.8% | +39.5% | -35.8% | -22.8% |
| 1Y | -24.4% | +76.9% | -101.2% | -55.0% |
| All | +52.2% | +31.9% | +20.4% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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