+59.7%
TEM vs COR
+42.5%
+17.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | +3.2% | -1.9% | +5.1% | +3.5% |
| 30D | +23.5% | +1.5% | +22.0% | +23.2% |
| 3M | +32.3% | +18.7% | +13.6% | +27.5% |
| 6M | +23.0% | -9.0% | +32.1% | +26.4% |
| YTD | +8.9% | -3.3% | +12.2% | +10.2% |
| 1Y | -19.9% | +9.8% | -29.7% | -22.5% |
| All | +59.7% | +42.5% | +17.2% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling