+395.2%
COR vs TCOM
-9.8%
+405.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -2.8% | -4.9% | +2.1% | -2.6% |
| 30D | +2.6% | -14.4% | +16.9% | +3.3% |
| 3M | +14.5% | -17.7% | +32.1% | +15.5% |
| 6M | -7.8% | -25.1% | +17.3% | -6.7% |
| YTD | -4.2% | -45.7% | +41.5% | -1.5% |
| 1Y | +7.0% | -47.9% | +54.9% | +10.3% |
| 3Y | +85.5% | +8.9% | +76.6% | +79.8% |
| 5Y | +181.2% | +26.9% | +154.4% | +163.3% |
| All | +395.2% | -9.8% | +405.0% | +366.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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