+7.7%
COST vs TEM
+60.7%
-53.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -3.2% | +3.2% | -6.4% | -3.2% |
| 30D | -4.0% | +23.5% | -27.5% | -4.6% |
| 3M | -6.5% | +32.3% | -38.8% | -7.4% |
| 6M | -8.5% | +23.0% | -31.6% | -9.4% |
| YTD | +6.0% | +8.9% | -2.9% | +5.3% |
| 1Y | -5.8% | -19.9% | +14.1% | -5.6% |
| All | +7.7% | +60.7% | -53.0% | +5.4% |
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