+433.5%
COR vs TW
+209.8%
+223.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -4.8% | -2.7% | -2.1% | -4.3% |
| 30D | -3.7% | -1.7% | -1.9% | -3.4% |
| 3M | +14.3% | +1.6% | +12.7% | +13.7% |
| 6M | -8.5% | -17.7% | +9.2% | -5.5% |
| YTD | -4.4% | -4.3% | -0.1% | -4.1% |
| 1Y | +9.1% | -13.1% | +22.2% | +11.2% |
| 3Y | +85.2% | +20.3% | +64.9% | +75.9% |
| 5Y | +180.7% | +22.0% | +158.7% | +162.9% |
| All | +433.5% | +209.8% | +223.7% | +307.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling