+367.3%
COR vs TXG
+22.9%
+344.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.7% |
| 7D | -4.8% | +5.0% | -9.8% | -4.9% |
| 30D | -3.7% | +13.5% | -17.2% | -3.9% |
| 3M | +14.3% | +128.0% | -113.7% | +12.3% |
| 6M | -8.5% | +224.4% | -232.9% | -11.0% |
| YTD | -4.4% | +307.0% | -311.4% | -7.7% |
| 1Y | +9.1% | +427.2% | -418.1% | +4.6% |
| 3Y | +85.2% | +40.2% | +45.0% | +85.0% |
| 5Y | +180.7% | -64.0% | +244.7% | +197.9% |
| All | +367.3% | +22.9% | +344.3% | +308.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling