+180.9%
COR vs TXG
-63.6%
+244.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.4% |
| 7D | -3.9% | +9.1% | -13.0% | -3.9% |
| 30D | -0.3% | +14.9% | -15.2% | -0.3% |
| 3M | +15.9% | +120.0% | -104.1% | +15.7% |
| 6M | -10.3% | +221.8% | -232.1% | -10.6% |
| YTD | -3.7% | +312.6% | -316.3% | -4.2% |
| 1Y | +9.1% | +398.4% | -389.4% | +8.4% |
| 3Y | +86.6% | +42.1% | +44.5% | +90.0% |
| 5Y | +180.9% | -63.5% | +244.4% | +187.9% |
| All | +180.9% | -63.6% | +244.5% | +187.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling