+17,590.3%
COR vs TAP
+892.6%
+16,697.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.8% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +5.1% | +9.1% | -4.0% | +3.1% |
| 3M | +2.8% | -3.8% | +6.6% | +3.4% |
| 6M | +32.5% | -3.4% | +36.0% | +33.0% |
| YTD | -0.7% | -10.6% | +10.0% | +0.8% |
| 1Y | -6.7% | -4.4% | -2.3% | -6.8% |
| 3Y | +73.7% | -24.4% | +98.1% | +80.5% |
| 5Y | +177.9% | +2.1% | +175.8% | +167.0% |
| 10Y | +533.8% | -48.7% | +582.5% | +572.7% |
| All | +17,590.3% | +892.6% | +16,697.7% | +11,538.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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