+73.2%
CORZ vs TEM
+61.6%
+11.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +8.4% | +0.9% | +7.5% | +8.1% |
| 30D | -17.8% | +38.4% | -56.2% | -25.8% |
| 3M | -35.9% | +23.7% | -59.6% | -40.9% |
| 6M | +12.9% | +26.0% | -13.0% | +2.4% |
| YTD | +22.9% | +9.4% | +13.4% | +15.4% |
| 1Y | +31.4% | -17.3% | +48.6% | +31.1% |
| All | +73.2% | +61.6% | +11.6% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling