+492.2%
COR vs TMF
-82.1%
+574.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.3% | +2.8% |
| 7D | +7.8% | -9.3% | +17.1% | +7.0% |
| 30D | +7.0% | +1.9% | +5.1% | +7.2% |
| 3M | +16.3% | -11.2% | +27.5% | +15.2% |
| 6M | +41.3% | -17.7% | +59.0% | +39.1% |
| YTD | +7.1% | -24.5% | +31.6% | +4.8% |
| 1Y | -0.8% | -29.4% | +28.6% | -3.5% |
| 3Y | +85.0% | -33.4% | +118.4% | +82.0% |
| 5Y | +203.9% | -88.7% | +292.6% | +131.1% |
| All | +492.2% | -82.1% | +574.3% | +395.9% |
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