+4,242.0%
COR vs TPR
+7,380.8%
-3,138.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +2.8% | -2.3% | +5.1% | +3.1% |
| 30D | +4.5% | -23.0% | +27.5% | +8.5% |
| 3M | +22.7% | -12.5% | +35.1% | +24.7% |
| 6M | -9.7% | -21.4% | +11.7% | -7.2% |
| YTD | -1.4% | -3.5% | +2.1% | -1.9% |
| 1Y | +13.9% | +17.4% | -3.4% | +9.5% |
| 3Y | +94.0% | +291.3% | -197.3% | +48.6% |
| 5Y | +184.0% | +241.9% | -57.9% | +115.6% |
| 10Y | +406.8% | +322.7% | +84.1% | +238.8% |
| All | +4,242.0% | +7,380.8% | -3,138.8% | +1,813.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling