+109.8%
TEM vs CRL
+67.4%
+42.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.7% | +6.3% | +7.2% |
| 7D | +7.6% | +4.4% | +3.2% | +3.9% |
| 30D | +19.0% | +17.1% | +2.0% | +3.7% |
| 3M | +62.2% | +32.1% | +30.1% | +29.8% |
| 6M | +69.4% | +98.9% | -29.6% | -3.7% |
| YTD | +43.0% | +77.1% | -34.1% | -12.7% |
| 1Y | +18.0% | +110.3% | -92.3% | -38.4% |
| All | +109.8% | +67.4% | +42.4% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling