-15.9%
CORZ vs TLN
-1.4%
-14.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.9% | +6.1% | +7.9% |
| 7D | +14.2% | +15.9% | -1.7% | +4.7% |
| 30D | -3.0% | -0.3% | -2.7% | -2.3% |
| 3M | -26.3% | +5.8% | -32.1% | -28.6% |
| 6M | -36.5% | -1.2% | -35.3% | -37.1% |
| YTD | +0.1% | +1.0% | -1.0% | -6.2% |
| 1Y | -15.9% | +1.1% | -17.0% | -20.9% |
| All | -15.9% | -1.4% | -14.5% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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