+318.0%
CORZ vs TNA
+53.7%
+264.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | +1.8% |
| 7D | +26.4% | +7.7% | +18.7% | +20.7% |
| 30D | -6.8% | -0.7% | -6.1% | -6.2% |
| 3M | -31.1% | -25.4% | -5.7% | -17.3% |
| 6M | -36.9% | -11.8% | -25.1% | -31.7% |
| YTD | -1.2% | +23.9% | -25.2% | -12.8% |
| 1Y | -12.5% | +25.6% | -38.1% | -23.5% |
| All | +318.0% | +53.7% | +264.3% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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