+281.7%
CORZ vs TMF
-42.1%
+323.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.9% | +7.1% | +3.5% |
| 7D | -7.8% | -1.1% | -6.7% | -7.8% |
| 30D | -14.8% | +11.8% | -26.6% | -16.0% |
| 3M | -32.5% | -4.0% | -28.4% | -32.3% |
| 6M | -42.7% | -16.5% | -26.2% | -42.0% |
| YTD | -9.8% | -19.9% | +10.1% | -8.5% |
| 1Y | -31.9% | -25.6% | -6.4% | -30.7% |
| All | +281.7% | -42.1% | +323.8% | +268.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling