+425.9%
CORZ vs TNA
+80.4%
+345.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -0.9% |
| 7D | +7.6% | -3.6% | +11.2% | +10.0% |
| 30D | -6.9% | -10.1% | +3.1% | -0.6% |
| 3M | -33.0% | +2.7% | -35.7% | -33.8% |
| 6M | +19.3% | +38.4% | -19.1% | -2.1% |
| YTD | +24.2% | +45.4% | -21.2% | -0.7% |
| 1Y | +24.5% | +55.9% | -31.4% | -6.3% |
| All | +425.9% | +80.4% | +345.5% | +247.1% |
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