+60.5%
TEM vs COO
-25.7%
+86.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.9% |
| 7D | +0.9% | -2.2% | +3.1% | +2.4% |
| 30D | +38.4% | -7.0% | +45.4% | +44.9% |
| 3M | +23.7% | +12.2% | +11.4% | +13.2% |
| 6M | +26.0% | -15.1% | +41.1% | +39.9% |
| YTD | +9.4% | -15.1% | +24.5% | +21.7% |
| 1Y | -17.3% | +2.3% | -19.6% | -20.0% |
| All | +60.5% | -25.7% | +86.2% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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