+46.6%
TEM vs CRS
+337.8%
-291.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.1% |
| 7D | -8.7% | -6.8% | -1.9% | -4.8% |
| 30D | +8.1% | -16.1% | +24.2% | +19.2% |
| 3M | +19.0% | -21.2% | +40.2% | +35.3% |
| 6M | +12.0% | +8.7% | +3.3% | +2.2% |
| YTD | -0.1% | +41.0% | -41.0% | -25.3% |
| 1Y | -33.5% | +82.7% | -116.2% | -60.5% |
| All | +46.6% | +337.8% | -291.2% | -66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling