-4.2%
CORZ vs TCOM
-41.4%
+37.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +23.5% | -1.8% | +25.2% | +23.7% |
| 30D | +7.5% | +12.1% | -4.6% | +5.6% |
| 3M | -26.6% | -3.2% | -23.4% | -25.9% |
| 6M | -39.5% | -16.6% | -22.9% | -35.9% |
| YTD | -0.3% | -39.4% | +39.1% | +9.0% |
| 1Y | -4.2% | -41.5% | +37.3% | +6.8% |
| All | -4.2% | -41.4% | +37.2% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling