+423.7%
COR vs TXG
+7.8%
+415.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.0% |
| 7D | +7.8% | -1.8% | +9.7% | +7.9% |
| 30D | +7.0% | -20.4% | +27.4% | +7.3% |
| 3M | +16.3% | +0.1% | +16.2% | +16.0% |
| 6M | +41.3% | +176.2% | -134.9% | +37.7% |
| YTD | +7.1% | +256.8% | -249.6% | +3.5% |
| 1Y | -0.8% | +255.9% | -256.7% | -4.2% |
| 3Y | +85.0% | +60.2% | +24.8% | +82.5% |
| 5Y | +203.9% | -65.1% | +268.9% | +220.7% |
| All | +423.7% | +7.8% | +415.9% | +358.2% |
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 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