+16,420.6%
COR vs TDY
+7,071.3%
+9,349.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -1.9% | -0.9% | -1.0% | -1.8% |
| 30D | +1.5% | -12.5% | +14.0% | +3.6% |
| 3M | +18.7% | -1.2% | +19.9% | +18.7% |
| 6M | -9.0% | -6.6% | -2.5% | -8.4% |
| YTD | -3.3% | +18.5% | -21.8% | -6.3% |
| 1Y | +9.8% | +10.8% | -0.9% | +7.5% |
| 3Y | +87.4% | +47.5% | +39.9% | +73.7% |
| 5Y | +180.5% | +35.8% | +144.7% | +161.9% |
| 10Y | +398.1% | +459.0% | -60.8% | +276.6% |
| All | +16,420.6% | +7,071.3% | +9,349.3% | +10,948.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling