+2,763.7%
COR vs TRI
+584.3%
+2,179.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +2.9% | +2.9% |
| 7D | +7.8% | -2.9% | +10.7% | +8.6% |
| 30D | +7.0% | +3.7% | +3.3% | +5.5% |
| 3M | +16.3% | +3.7% | +12.5% | +14.2% |
| 6M | +41.3% | +35.1% | +6.2% | +27.4% |
| YTD | +7.1% | -14.0% | +21.1% | +8.1% |
| 1Y | -0.8% | -19.0% | +18.1% | +1.7% |
| 3Y | +85.0% | -12.0% | +97.0% | +81.3% |
| 5Y | +203.9% | +0.6% | +203.2% | +182.6% |
| 10Y | +510.3% | +225.4% | +284.8% | +289.7% |
| All | +2,763.7% | +584.3% | +2,179.4% | +1,101.6% |
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