+86.5%
COR vs TNA
+105.9%
-19.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.5% |
| 7D | -3.9% | -3.6% | -0.3% | -3.9% |
| 30D | -0.3% | -10.1% | +9.7% | -0.5% |
| 3M | +15.9% | +2.7% | +13.2% | +15.9% |
| 6M | -10.3% | +38.4% | -48.7% | -10.2% |
| YTD | -3.7% | +45.4% | -49.1% | -3.5% |
| 1Y | +9.1% | +55.9% | -46.9% | +9.4% |
| All | +86.5% | +105.9% | -19.4% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling