+322.1%
CORZ vs TFC
+55.1%
+267.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.2% |
| 7D | +23.5% | +2.3% | +21.2% | +21.8% |
| 30D | +7.5% | +10.8% | -3.3% | -0.3% |
| 3M | -26.6% | -3.8% | -22.8% | -25.2% |
| 6M | -39.5% | +9.6% | -49.1% | -45.2% |
| YTD | -0.3% | +5.8% | -6.1% | -8.0% |
| 1Y | -4.2% | +16.2% | -20.4% | -18.9% |
| All | +322.1% | +55.1% | +267.0% | +189.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling