+32.4%
COP vs TEM
+60.7%
-28.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | -0.8% | +3.2% | -4.1% | -0.9% |
| 30D | +15.6% | +23.5% | -7.9% | +14.7% |
| 3M | +14.3% | +32.3% | -18.0% | +12.8% |
| 6M | +17.0% | +23.0% | -6.0% | +15.4% |
| YTD | +47.4% | +8.9% | +38.6% | +46.1% |
| 1Y | +52.4% | -19.9% | +72.3% | +53.1% |
| All | +32.4% | +60.7% | -28.3% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling