+64.1%
COP vs TEM
+3.5%
+60.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.7% | +7.2% | +1.3% |
| 7D | +4.4% | -5.9% | +10.3% | +4.1% |
| 30D | 0.0% | +4.8% | -4.8% | +0.3% |
| 3M | +15.0% | +31.9% | -16.9% | +17.5% |
| 6M | +22.0% | +56.0% | -34.0% | +26.4% |
| YTD | +55.3% | +21.3% | +34.1% | +59.6% |
| 1Y | +64.1% | +5.4% | +58.7% | +68.5% |
| All | +64.1% | +3.5% | +60.6% | +68.5% |
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