+65.2%
COF vs TEM
+60.7%
+4.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | +1.2% | +3.2% | -2.0% | +0.8% |
| 30D | -1.4% | +23.5% | -24.9% | -4.7% |
| 3M | +19.0% | +32.3% | -13.3% | +13.5% |
| 6M | +14.9% | +23.0% | -8.1% | +9.7% |
| YTD | -10.7% | +8.9% | -19.6% | -13.5% |
| 1Y | -1.3% | -19.9% | +18.6% | -1.4% |
| All | +65.2% | +60.7% | +4.5% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling