+195.8%
COR vs TPR
+238.0%
-42.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | -1.2% | +6.4% | -7.6% | -1.3% |
| 30D | +7.6% | +13.8% | -6.1% | +7.3% |
| 3M | +5.0% | -16.6% | +21.6% | +5.2% |
| 6M | +35.3% | +0.7% | +34.6% | +35.3% |
| YTD | +4.2% | +5.3% | -1.1% | +4.1% |
| 1Y | -3.4% | +32.4% | -35.8% | -3.7% |
| 3Y | +81.1% | +406.4% | -325.3% | +71.3% |
| 5Y | +195.8% | +227.9% | -32.1% | +198.6% |
| All | +195.8% | +238.0% | -42.2% | +198.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling