+31.4%
CORZ vs TD
+64.8%
-33.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +1.7% |
| 7D | +8.4% | +0.3% | +8.0% | +8.0% |
| 30D | -17.8% | +0.4% | -18.2% | -18.0% |
| 3M | -35.9% | +7.6% | -43.5% | -41.3% |
| 6M | +12.9% | +25.0% | -12.1% | -15.6% |
| YTD | +22.9% | +31.0% | -8.1% | -11.7% |
| 1Y | +31.4% | +65.2% | -33.8% | -16.6% |
| All | +31.4% | +64.8% | -33.4% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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