+109.8%
TEM vs COR
+51.8%
+58.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.7% | +7.4% | +10.6% |
| 7D | +7.6% | +2.3% | +5.2% | +7.4% |
| 30D | +19.0% | +6.8% | +12.3% | +18.3% |
| 3M | +62.2% | +8.1% | +54.1% | +61.0% |
| 6M | +69.4% | +33.0% | +36.4% | +60.4% |
| YTD | +43.0% | +3.0% | +40.0% | +44.0% |
| 1Y | +18.0% | -3.4% | +21.4% | +20.9% |
| All | +109.8% | +51.8% | +58.0% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling