-42.9%
CORZ vs TMF
-22.9%
-20.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.4% |
| 7D | -11.2% | +1.2% | -12.5% | -11.5% |
| 30D | -26.2% | +19.7% | -46.0% | -30.9% |
| 3M | -44.1% | -2.1% | -42.0% | -43.4% |
| 6M | -52.3% | -13.4% | -38.8% | -50.0% |
| YTD | -19.2% | -16.7% | -2.5% | -15.8% |
| 1Y | -42.9% | -23.3% | -19.5% | -39.1% |
| All | -42.9% | -22.9% | -20.0% | -39.1% |
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