+13.8%
CORZ vs TEM
+90.1%
-76.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.0% | -4.6% | +1.3% |
| 7D | -11.2% | +5.3% | -16.5% | -12.5% |
| 30D | -26.2% | +8.1% | -34.3% | -27.6% |
| 3M | -44.1% | +64.9% | -109.0% | -52.4% |
| 6M | -52.3% | +42.1% | -94.4% | -58.3% |
| YTD | -19.2% | +28.8% | -48.0% | -28.2% |
| 1Y | -42.9% | +5.5% | -48.4% | -46.5% |
| All | +13.8% | +90.1% | -76.3% | -14.8% |
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