+404.9%
CORZ vs TDY
+33.2%
+371.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.2% |
| 7D | -3.0% | -1.9% | -1.1% | -1.2% |
| 30D | -12.1% | -12.5% | +0.4% | +0.5% |
| 3M | -32.4% | -0.8% | -31.6% | -31.2% |
| 6M | +12.4% | -9.0% | +21.3% | +24.3% |
| YTD | +19.3% | +16.8% | +2.5% | +4.0% |
| 1Y | +8.6% | +9.5% | -0.8% | +0.1% |
| All | +404.9% | +33.2% | +371.8% | +297.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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