+2,534.7%
COR vs TRI
+561.6%
+1,973.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.6% | -0.4% |
| 7D | +2.8% | -0.5% | +3.3% | +2.8% |
| 30D | +4.5% | +7.9% | -3.3% | +2.2% |
| 3M | +22.7% | +24.1% | -1.4% | +14.5% |
| 6M | -9.7% | +3.8% | -13.6% | -12.3% |
| YTD | -1.4% | -16.9% | +15.4% | +1.0% |
| 1Y | +13.9% | -38.4% | +52.3% | +27.1% |
| 3Y | +94.0% | -12.2% | +106.2% | +90.9% |
| 5Y | +184.0% | -1.8% | +185.8% | +167.1% |
| 10Y | +406.8% | +207.6% | +199.1% | +230.6% |
| All | +2,534.7% | +561.6% | +1,973.1% | +1,022.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling