+33.9%
COP vs TEM
+53.2%
-19.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.7% | +5.8% | +1.2% |
| 7D | -0.5% | -1.1% | +0.6% | -0.5% |
| 30D | +11.7% | +11.3% | +0.4% | +11.2% |
| 3M | +17.7% | +25.5% | -7.8% | +16.3% |
| 6M | +18.3% | +17.1% | +1.2% | +16.9% |
| YTD | +49.1% | +3.8% | +45.3% | +47.9% |
| 1Y | +53.3% | -24.4% | +77.7% | +54.3% |
| All | +33.9% | +53.2% | -19.3% | +30.7% |
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