+60.7%
COP vs TEM
-11.1%
+71.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -5.3% |
| 7D | -8.1% | -1.3% | -6.8% | -8.1% |
| 30D | +6.7% | -9.5% | +16.2% | +6.5% |
| 3M | +16.9% | +60.7% | -43.8% | +20.4% |
| 6M | +11.2% | +35.5% | -24.3% | +14.0% |
| YTD | +49.5% | +28.0% | +21.5% | +53.6% |
| 1Y | +60.7% | -10.5% | +71.2% | +69.6% |
| All | +60.7% | -11.1% | +71.8% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling