+85.0%
COR vs TXG
+65.2%
+19.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +2.9% |
| 7D | +7.8% | -1.8% | +9.7% | +7.8% |
| 30D | +7.0% | -20.4% | +27.4% | +6.4% |
| 3M | +16.3% | +0.1% | +16.2% | +16.7% |
| 6M | +41.3% | +176.2% | -134.9% | +45.8% |
| YTD | +7.1% | +256.8% | -249.6% | +11.6% |
| 1Y | -0.8% | +255.9% | -256.7% | +3.4% |
| 3Y | +85.0% | +60.2% | +24.8% | +98.2% |
| All | +85.0% | +65.2% | +19.8% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling