+2,872.0%
COR vs TMF
-69.1%
+2,941.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.0% |
| 7D | +2.8% | +2.7% | +0.1% | +3.0% |
| 30D | +7.4% | +19.3% | -12.0% | +9.3% |
| 3M | +7.3% | -3.7% | +11.0% | +7.0% |
| 6M | +11.5% | -11.3% | +22.8% | +10.4% |
| YTD | +1.2% | -16.6% | +17.8% | -0.4% |
| 1Y | -3.3% | -21.1% | +17.8% | -5.3% |
| 3Y | +78.5% | -26.8% | +105.3% | +76.3% |
| 5Y | +183.0% | -88.0% | +271.0% | +126.2% |
| 10Y | +545.4% | -84.7% | +630.1% | +467.1% |
| All | +2,872.0% | -69.1% | +2,941.1% | +3,029.0% |
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