+420.1%
CORZ vs TLN
+387.5%
+32.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.8% | -2.2% |
| 7D | +8.4% | +7.1% | +1.3% | +4.2% |
| 30D | -17.8% | -3.9% | -13.9% | -16.0% |
| 3M | -35.9% | -16.2% | -19.7% | -29.3% |
| 6M | +12.9% | -5.8% | +18.8% | +15.0% |
| YTD | +22.9% | -15.4% | +38.3% | +30.3% |
| 1Y | +31.4% | -16.7% | +48.0% | +39.9% |
| All | +420.1% | +387.5% | +32.6% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling