+3.5%
COR vs TXG
+406.9%
-403.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.4% | +0.5% | +4.0% |
| 7D | +9.1% | -19.3% | +28.4% | +8.7% |
| 30D | +12.4% | -30.9% | +43.3% | +11.8% |
| 3M | +15.8% | +41.1% | -25.3% | +16.3% |
| 6M | +17.1% | +211.9% | -194.8% | +15.4% |
| YTD | +5.4% | +314.0% | -308.5% | +2.3% |
| 1Y | +3.5% | +405.4% | -401.9% | -1.7% |
| All | +3.5% | +406.9% | -403.4% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling