+420.1%
CORZ vs TFC
+58.6%
+361.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +8.4% | +2.4% | +5.9% | +6.6% |
| 30D | -17.8% | -1.3% | -16.5% | -17.0% |
| 3M | -35.9% | +6.1% | -42.0% | -39.5% |
| 6M | +12.9% | +7.3% | +5.6% | +5.1% |
| YTD | +22.9% | +8.2% | +14.7% | +12.4% |
| 1Y | +31.4% | +14.4% | +16.9% | +13.4% |
| All | +420.1% | +58.6% | +361.4% | +253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling