+395.2%
COR vs TNA
+86.1%
+309.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -2.8% | -7.3% | +4.4% | -1.8% |
| 30D | +2.6% | -14.2% | +16.7% | +4.6% |
| 3M | +14.5% | -4.6% | +19.0% | +14.7% |
| 6M | -7.8% | +36.9% | -44.7% | -13.1% |
| YTD | -4.2% | +42.5% | -46.8% | -10.6% |
| 1Y | +7.0% | +45.8% | -38.8% | -1.2% |
| 3Y | +85.5% | +104.7% | -19.1% | +49.3% |
| 5Y | +181.2% | -21.7% | +202.9% | +148.9% |
| All | +395.2% | +86.1% | +309.1% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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