-15.9%
CORZ vs TMF
-26.6%
+10.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.9% | +11.0% |
| 7D | +14.2% | -3.4% | +17.5% | +14.8% |
| 30D | -3.0% | +11.5% | -14.5% | -7.7% |
| 3M | -26.3% | -4.5% | -21.8% | -25.2% |
| 6M | -36.5% | -15.0% | -21.5% | -33.0% |
| YTD | +0.1% | -19.9% | +19.9% | +5.6% |
| 1Y | -15.9% | -26.6% | +10.7% | -6.5% |
| All | -15.9% | -26.6% | +10.7% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling