+85.0%
COR vs TMF
-32.2%
+117.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.3% | +3.0% |
| 7D | +7.8% | -9.3% | +17.1% | +8.4% |
| 30D | +7.0% | +1.9% | +5.1% | +6.9% |
| 3M | +16.3% | -11.2% | +27.5% | +16.9% |
| 6M | +41.3% | -17.7% | +59.0% | +42.5% |
| YTD | +7.1% | -24.5% | +31.6% | +8.5% |
| 1Y | -0.8% | -29.4% | +28.6% | +0.8% |
| 3Y | +85.0% | -33.4% | +118.4% | +95.9% |
| All | +85.0% | -32.2% | +117.2% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling