+425.9%
CORZ vs TCOM
+5.8%
+420.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -2.9% |
| 7D | +7.6% | -10.2% | +17.8% | +9.4% |
| 30D | -6.9% | -16.8% | +9.9% | -4.2% |
| 3M | -33.0% | -16.7% | -16.3% | -31.3% |
| 6M | +19.3% | -27.1% | +46.4% | +25.5% |
| YTD | +24.2% | -45.5% | +69.7% | +36.3% |
| 1Y | +24.5% | -45.9% | +70.4% | +36.6% |
| All | +425.9% | +5.8% | +420.0% | +406.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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