+318.0%
CORZ vs TDG
+26.5%
+291.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | +0.3% |
| 7D | +26.4% | +1.2% | +25.2% | +25.9% |
| 30D | -6.8% | +8.1% | -15.0% | -10.2% |
| 3M | -31.1% | -2.6% | -28.5% | -30.3% |
| 6M | -36.9% | +1.0% | -37.9% | -37.8% |
| YTD | -1.2% | -9.5% | +8.3% | +1.8% |
| 1Y | -12.5% | -8.0% | -4.5% | -10.6% |
| All | +318.0% | +26.5% | +291.5% | +411.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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