+3,230.4%
COR vs TNA
+1,004.3%
+2,226.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | +4.5% | -4.9% | +9.4% | +5.2% |
| 3M | +22.7% | +0.4% | +22.3% | +21.8% |
| 6M | -9.7% | +32.5% | -42.3% | -14.7% |
| YTD | -1.4% | +53.7% | -55.2% | -9.3% |
| 1Y | +13.9% | +65.1% | -51.2% | +2.8% |
| 3Y | +94.0% | +98.4% | -4.5% | +56.7% |
| 5Y | +184.0% | -22.5% | +206.5% | +148.4% |
| 10Y | +406.8% | +82.5% | +324.2% | +217.8% |
| All | +3,230.4% | +1,004.3% | +2,226.1% | +1,090.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling