+420.1%
CORZ vs TDY
+36.3%
+383.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.5% |
| 7D | +8.4% | -1.8% | +10.2% | +10.3% |
| 30D | -17.8% | -10.7% | -7.1% | -8.0% |
| 3M | -35.9% | -1.3% | -34.6% | -34.4% |
| 6M | +12.9% | -10.6% | +23.5% | +26.6% |
| YTD | +22.9% | +19.6% | +3.3% | +4.7% |
| 1Y | +31.4% | +11.6% | +19.7% | +18.8% |
| All | +420.1% | +36.3% | +383.7% | +299.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling