-42.9%
CORZ vs TEM
-5.3%
-37.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.0% | -4.6% | +1.1% |
| 7D | -11.2% | +5.3% | -16.5% | -12.6% |
| 30D | -26.2% | +8.1% | -34.3% | -27.7% |
| 3M | -44.1% | +64.9% | -109.0% | -53.8% |
| 6M | -52.3% | +42.1% | -94.4% | -59.3% |
| YTD | -19.2% | +28.8% | -48.0% | -31.4% |
| 1Y | -42.9% | +5.5% | -48.4% | -45.0% |
| All | -42.9% | -5.3% | -37.6% | -45.0% |
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