-41.3%
CORZ vs TFC
+20.8%
-62.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.0% | -13.3% | -10.3% |
| 7D | -14.9% | +5.1% | -20.0% | -15.1% |
| 30D | -23.1% | +9.8% | -32.9% | -23.8% |
| 3M | -44.1% | -2.4% | -41.6% | -43.9% |
| 6M | -39.5% | +4.9% | -44.5% | -40.3% |
| YTD | -12.4% | +6.6% | -18.9% | -17.7% |
| 1Y | -41.3% | +21.3% | -62.6% | -48.7% |
| All | -41.3% | +20.8% | -62.1% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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