+520.9%
COR vs TMF
-84.4%
+605.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.8% | +1.2% | -0.4% | +0.9% |
| 30D | +5.1% | +19.7% | -14.6% | +6.9% |
| 3M | +2.8% | -2.1% | +4.9% | +2.7% |
| 6M | +32.5% | -13.4% | +46.0% | +30.9% |
| YTD | -0.7% | -16.7% | +16.1% | -2.1% |
| 1Y | -6.7% | -23.3% | +16.6% | -8.8% |
| 3Y | +73.7% | -24.8% | +98.5% | +72.8% |
| 5Y | +177.9% | -88.0% | +265.9% | +107.8% |
| All | +520.9% | -84.4% | +605.3% | +379.4% |
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