+59.7%
TEM vs CRL
+33.0%
+26.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +1.7% |
| 7D | +3.2% | -0.6% | +3.8% | +3.6% |
| 30D | +23.5% | +5.0% | +18.6% | +19.5% |
| 3M | +32.3% | +50.6% | -18.3% | -5.4% |
| 6M | +23.0% | +60.9% | -37.9% | -17.7% |
| YTD | +8.9% | +40.7% | -31.9% | -19.6% |
| 1Y | -19.9% | +73.3% | -93.2% | -51.5% |
| All | +59.7% | +33.0% | +26.7% | +23.2% |
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