+60.9%
COF vs TEM
+47.5%
+13.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -5.1% | -8.7% | +3.5% | -4.1% |
| 30D | -6.0% | +8.1% | -14.1% | -7.6% |
| 3M | +14.8% | +19.0% | -4.2% | +11.0% |
| 6M | +15.3% | +12.0% | +3.3% | +11.5% |
| YTD | -13.0% | -0.1% | -13.0% | -14.9% |
| 1Y | -5.7% | -33.5% | +27.8% | -3.4% |
| All | +60.9% | +47.5% | +13.3% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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