+241.9%
CORZ vs TLN
+420.7%
-178.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.1% | -3.7% | -0.9% |
| 7D | -11.2% | -1.3% | -9.9% | -10.0% |
| 30D | -26.2% | -10.5% | -15.7% | -20.6% |
| 3M | -44.1% | +0.1% | -44.2% | -44.0% |
| 6M | -52.3% | -17.4% | -34.9% | -47.1% |
| YTD | -19.2% | -9.7% | -9.6% | -17.3% |
| 1Y | -42.9% | -12.3% | -30.6% | -40.5% |
| All | +241.9% | +420.7% | -178.9% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling