+181.4%
COR vs TPR
+253.5%
-72.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | +0.8% | +14.2% | -13.4% | +0.5% |
| 30D | +5.1% | +17.1% | -11.9% | +4.7% |
| 3M | +2.8% | -17.7% | +20.5% | +3.0% |
| 6M | +32.5% | -10.2% | +42.7% | +32.6% |
| YTD | -0.7% | +4.9% | -5.6% | -0.8% |
| 1Y | -6.7% | +36.1% | -42.8% | -7.0% |
| 3Y | +73.7% | +416.5% | -342.7% | +64.2% |
| All | +181.4% | +253.5% | -72.2% | +174.6% |
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