-10.5%
TEM vs CRS
-3.8%
-6.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -2.4% |
| 7D | -1.3% | +4.3% | -5.6% | -2.3% |
| 30D | -9.5% | -25.5% | +16.0% | -2.6% |
| 3M | +60.7% | -48.7% | +109.4% | +92.2% |
| 6M | +35.5% | -31.6% | +67.1% | +46.5% |
| YTD | +28.0% | -7.0% | +35.1% | +25.4% |
| 1Y | -10.5% | -4.5% | -6.0% | -13.2% |
| All | -10.5% | -3.8% | -6.7% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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