+180.7%
COR vs TNA
-26.1%
+206.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.6% |
| 7D | -4.8% | -7.6% | +2.8% | -4.5% |
| 30D | -3.7% | -13.6% | +9.9% | -3.2% |
| 3M | +14.3% | +2.8% | +11.5% | +14.0% |
| 6M | -8.5% | +34.5% | -43.0% | -10.2% |
| YTD | -4.4% | +41.0% | -45.4% | -6.5% |
| 1Y | +9.1% | +52.0% | -42.9% | +6.0% |
| 3Y | +85.2% | +103.5% | -18.3% | +71.6% |
| 5Y | +180.7% | -22.5% | +203.2% | +175.8% |
| All | +180.7% | -26.1% | +206.7% | +175.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling