+475.2%
COR vs TMF
-81.8%
+557.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | -0.5% |
| 7D | +2.9% | -8.2% | +11.0% | +2.1% |
| 30D | +5.8% | +5.3% | +0.5% | +6.3% |
| 3M | +11.4% | -8.5% | +19.9% | +10.7% |
| 6M | +34.5% | -17.2% | +51.6% | +32.5% |
| YTD | +4.1% | -23.4% | +27.5% | +1.9% |
| 1Y | -3.1% | -30.2% | +27.1% | -5.9% |
| 3Y | +80.9% | -32.9% | +113.8% | +78.0% |
| 5Y | +195.1% | -88.5% | +283.7% | +124.7% |
| All | +475.2% | -81.8% | +557.0% | +382.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling