+5.4%
TEM vs CRL
+99.6%
-94.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.8% | -5.1% |
| 7D | -5.9% | +0.1% | -6.0% | -5.6% |
| 30D | +4.8% | +11.9% | -7.1% | -3.9% |
| 3M | +31.9% | +20.2% | +11.7% | +16.2% |
| 6M | +56.0% | +107.5% | -51.5% | -2.1% |
| YTD | +21.3% | +69.4% | -48.2% | -18.4% |
| 1Y | +5.4% | +99.7% | -94.3% | -35.6% |
| All | +5.4% | +99.6% | -94.2% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling