+281.7%
CORZ vs TAP
-29.3%
+311.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.3% |
| 7D | -7.8% | -4.5% | -3.3% | -9.0% |
| 30D | -14.8% | +7.5% | -22.3% | -12.8% |
| 3M | -32.5% | -4.9% | -27.6% | -32.5% |
| 6M | -42.7% | -3.5% | -39.2% | -42.1% |
| YTD | -9.8% | -11.4% | +1.6% | -10.0% |
| 1Y | -31.9% | -10.8% | -21.1% | -32.0% |
| All | +281.7% | -29.3% | +311.0% | +312.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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