+241.9%
CORZ vs TFC
+51.7%
+190.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.3% | +3.9% |
| 7D | -11.2% | +1.2% | -12.5% | -12.3% |
| 30D | -26.2% | +8.3% | -34.6% | -30.6% |
| 3M | -44.1% | -5.2% | -39.0% | -42.5% |
| 6M | -52.3% | -0.8% | -51.5% | -53.3% |
| YTD | -19.2% | +3.4% | -22.7% | -24.5% |
| 1Y | -42.9% | +17.0% | -59.9% | -52.3% |
| All | +241.9% | +51.7% | +190.2% | +137.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling