+84.6%
COR vs TCOM
+26.7%
+58.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.8% |
| 7D | +7.6% | -1.8% | +9.4% | +7.6% |
| 30D | +6.8% | +12.1% | -5.3% | +7.1% |
| 3M | +16.0% | -3.2% | +19.2% | +15.9% |
| 6M | +41.0% | -16.6% | +57.7% | +40.3% |
| YTD | +6.9% | -39.4% | +46.3% | +5.7% |
| 1Y | -1.0% | -41.5% | +40.5% | -2.3% |
| 3Y | +84.6% | +24.4% | +60.3% | +84.0% |
| All | +84.6% | +26.7% | +58.0% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling