+13.9%
COR vs TLN
-17.2%
+31.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.6% | -1.6% |
| 7D | +2.8% | +7.1% | -4.3% | +3.2% |
| 30D | +4.5% | -3.9% | +8.4% | +4.3% |
| 3M | +22.7% | -16.2% | +38.8% | +21.6% |
| 6M | -9.7% | -5.8% | -3.9% | -11.1% |
| YTD | -1.4% | -15.4% | +14.0% | -3.1% |
| 1Y | +13.9% | -16.7% | +30.6% | +16.9% |
| All | +13.9% | -17.2% | +31.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling