+230.8%
CORZ vs TMF
-39.7%
+270.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.6% | -11.4% | -10.9% |
| 7D | -21.1% | +2.7% | -23.9% | -21.3% |
| 30D | -31.8% | +19.3% | -51.1% | -33.1% |
| 3M | -47.7% | -3.7% | -44.1% | -47.6% |
| 6M | -48.7% | -11.3% | -37.4% | -48.2% |
| YTD | -21.8% | -16.6% | -5.2% | -20.9% |
| 1Y | -47.8% | -21.1% | -26.7% | -47.1% |
| All | +230.8% | -39.7% | +270.5% | +218.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling