-34.1%
CORZ vs TCOM
-39.5%
+5.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.9% | +8.2% |
| 7D | +1.7% | +7.4% | -5.7% | +0.9% |
| 30D | -17.5% | +13.2% | -30.7% | -18.8% |
| 3M | -39.5% | -4.6% | -34.9% | -38.7% |
| 6M | -44.5% | -16.4% | -28.1% | -41.3% |
| YTD | -12.6% | -38.8% | +26.1% | -5.9% |
| All | -34.1% | -39.5% | +5.5% | -27.9% |
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