+17,451.9%
COR vs TAP
+896.8%
+16,555.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +2.8% | -2.3% | +5.1% | +3.3% |
| 30D | +4.5% | -2.1% | +6.7% | +4.9% |
| 3M | +22.7% | +6.6% | +16.1% | +20.8% |
| 6M | -9.7% | -11.5% | +1.8% | -7.8% |
| YTD | -1.4% | -10.3% | +8.8% | +0.1% |
| 1Y | +13.9% | -14.4% | +28.3% | +16.6% |
| 3Y | +94.0% | -28.3% | +122.2% | +103.9% |
| 5Y | +184.0% | +1.7% | +182.3% | +173.3% |
| 10Y | +406.8% | -49.2% | +456.0% | +439.3% |
| All | +17,451.9% | +896.8% | +16,555.1% | +11,453.6% |
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