+2,795.6%
COR vs TMF
-68.9%
+2,864.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -1.8% |
| 7D | +2.8% | -1.4% | +4.2% | +2.6% |
| 30D | +4.5% | -2.8% | +7.4% | +4.3% |
| 3M | +22.7% | -10.9% | +33.6% | +21.4% |
| 6M | -9.7% | -21.3% | +11.6% | -11.7% |
| YTD | -1.4% | -15.9% | +14.4% | -2.9% |
| 1Y | +13.9% | -15.7% | +29.7% | +12.3% |
| 3Y | +94.0% | -43.4% | +137.3% | +86.1% |
| 5Y | +184.0% | -87.8% | +271.8% | +128.3% |
| 10Y | +406.8% | -86.7% | +493.5% | +338.1% |
| All | +2,795.6% | -68.9% | +2,864.5% | +2,950.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling