+512.3%
COR vs TMF
-83.0%
+595.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +2.3% | +0.6% | +1.7% | +2.4% |
| 30D | +6.8% | +16.3% | -9.5% | +8.2% |
| 3M | +8.1% | -2.7% | +10.8% | +7.9% |
| 6M | +33.0% | -13.2% | +46.2% | +31.5% |
| YTD | +3.0% | -16.7% | +19.7% | +1.6% |
| 1Y | -3.4% | -22.7% | +19.3% | -5.4% |
| 3Y | +80.1% | -26.1% | +106.2% | +78.8% |
| 5Y | +194.7% | -88.4% | +283.2% | +121.7% |
| 10Y | +512.3% | -81.8% | +594.1% | +403.8% |
| All | +512.3% | -83.0% | +595.3% | +403.8% |
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