+85.2%
COR vs TDY
+45.1%
+40.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -4.8% | -1.9% | -3.0% | -4.7% |
| 30D | -3.7% | -12.5% | +8.8% | -2.9% |
| 3M | +14.3% | -0.8% | +15.1% | +14.2% |
| 6M | -8.5% | -9.0% | +0.5% | -8.1% |
| YTD | -4.4% | +16.8% | -21.2% | -5.5% |
| 1Y | +9.1% | +9.5% | -0.3% | +8.3% |
| All | +85.2% | +45.1% | +40.1% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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