+28.4%
CORZ vs TFC
+15.7%
+12.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +8.4% | +2.4% | +5.9% | +8.1% |
| 30D | -17.8% | -1.3% | -16.5% | -17.9% |
| 3M | -35.9% | +6.1% | -42.0% | -36.5% |
| 6M | +12.9% | +7.3% | +5.6% | +10.2% |
| YTD | +22.9% | +8.2% | +14.7% | +20.4% |
| All | +28.4% | +15.7% | +12.7% | +25.8% |
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