+85.0%
COR vs TPR
+403.8%
-318.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.1% | +3.0% |
| 7D | +7.8% | -0.3% | +8.1% | +7.8% |
| 30D | +7.0% | +15.1% | -8.1% | +7.1% |
| 3M | +16.3% | +3.5% | +12.7% | +16.2% |
| 6M | +41.3% | +0.4% | +40.8% | +41.6% |
| YTD | +7.1% | +4.6% | +2.5% | +7.8% |
| 1Y | -0.8% | +33.1% | -33.9% | +1.2% |
| 3Y | +85.0% | +396.0% | -311.0% | +125.4% |
| All | +85.0% | +403.8% | -318.8% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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