+381.8%
COR vs TXG
+16.0%
+365.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +2.8% | +1.8% | +1.0% | +2.7% |
| 30D | +4.5% | +32.0% | -27.5% | +3.9% |
| 3M | +22.7% | +87.0% | -64.3% | +20.9% |
| 6M | -9.7% | +180.1% | -189.8% | -12.0% |
| YTD | -1.4% | +284.1% | -285.5% | -4.7% |
| 1Y | +13.9% | +361.7% | -347.8% | +9.5% |
| 3Y | +94.0% | +15.9% | +78.0% | +95.3% |
| 5Y | +184.0% | -66.2% | +250.2% | +201.8% |
| All | +381.8% | +16.0% | +365.8% | +321.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling