+45.9%
TEM vs CRS
+342.8%
-296.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -2.8% |
| 7D | -9.2% | -4.1% | -5.0% | -6.9% |
| 30D | +5.5% | -16.6% | +22.1% | +16.8% |
| 3M | +18.7% | -14.3% | +33.0% | +27.8% |
| 6M | +15.4% | +11.6% | +3.8% | +3.6% |
| YTD | -0.5% | +42.6% | -43.1% | -26.1% |
| 1Y | -24.8% | +81.8% | -106.7% | -55.1% |
| All | +45.9% | +342.8% | -296.9% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling