-17.3%
TEM vs CRS
+102.1%
-119.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.5% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +38.4% | -16.6% | +55.0% | +45.3% |
| 3M | +23.7% | -3.5% | +27.1% | +23.8% |
| 6M | +26.0% | +15.4% | +10.6% | +19.0% |
| YTD | +9.4% | +51.2% | -41.8% | -3.5% |
| 1Y | -17.3% | +98.3% | -115.6% | -29.7% |
| All | -17.3% | +102.1% | -119.3% | -29.7% |
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