+180.7%
COR vs TRI
-11.1%
+191.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -4.8% | -14.4% | +9.5% | -3.3% |
| 30D | -3.7% | -8.1% | +4.4% | -2.9% |
| 3M | +14.3% | +17.5% | -3.2% | +11.8% |
| 6M | -8.5% | -5.0% | -3.5% | -8.7% |
| YTD | -4.4% | -24.7% | +20.3% | -1.1% |
| 1Y | +9.1% | -41.5% | +50.6% | +17.7% |
| 3Y | +85.2% | -20.3% | +105.5% | +84.4% |
| 5Y | +180.7% | -10.9% | +191.6% | +162.5% |
| All | +180.7% | -11.1% | +191.8% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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