+3,137.7%
COR vs TCOM
+2,694.8%
+442.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +2.8% | -9.5% | +12.3% | +3.7% |
| 30D | +4.5% | -10.7% | +15.3% | +5.5% |
| 3M | +22.7% | -14.6% | +37.3% | +24.2% |
| 6M | -9.7% | -19.3% | +9.6% | -8.3% |
| YTD | -1.4% | -42.9% | +41.5% | +3.0% |
| 1Y | +13.9% | -43.8% | +57.7% | +19.2% |
| 3Y | +94.0% | +2.1% | +91.9% | +87.9% |
| 5Y | +184.0% | +31.2% | +152.8% | +158.9% |
| 10Y | +406.8% | -13.9% | +420.7% | +365.1% |
| All | +3,137.7% | +2,694.8% | +442.9% | +1,949.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling