+52.2%
TEM vs COR
+41.9%
+10.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.6% |
| 7D | -1.1% | -3.9% | +2.8% | -0.5% |
| 30D | +11.3% | -0.3% | +11.6% | +11.3% |
| 3M | +25.5% | +15.9% | +9.6% | +21.6% |
| 6M | +17.1% | -10.3% | +27.4% | +20.8% |
| YTD | +3.8% | -3.7% | +7.5% | +5.1% |
| 1Y | -24.4% | +9.1% | -33.4% | -26.7% |
| All | +52.2% | +41.9% | +10.3% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling