+195.1%
COR vs TMF
-88.7%
+283.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | -0.1% |
| 7D | +2.9% | -8.2% | +11.0% | +3.0% |
| 30D | +5.8% | +5.3% | +0.5% | +5.7% |
| 3M | +11.4% | -8.5% | +19.9% | +11.6% |
| 6M | +34.5% | -17.2% | +51.6% | +34.8% |
| YTD | +4.1% | -23.4% | +27.5% | +4.5% |
| 1Y | -3.1% | -30.2% | +27.1% | -2.6% |
| 3Y | +80.9% | -32.9% | +113.8% | +82.1% |
| 5Y | +195.1% | -88.5% | +283.7% | +177.9% |
| All | +195.1% | -88.7% | +283.8% | +177.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling