+281.7%
CORZ vs TNA
+57.5%
+224.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +4.5% |
| 7D | -7.8% | -0.5% | -7.3% | -8.0% |
| 30D | -14.8% | -0.7% | -14.1% | -14.3% |
| 3M | -32.5% | -21.5% | -11.0% | -21.5% |
| 6M | -42.7% | -11.2% | -31.5% | -38.4% |
| YTD | -9.8% | +27.0% | -36.8% | -21.6% |
| 1Y | -31.9% | +28.0% | -60.0% | -41.2% |
| All | +281.7% | +57.5% | +224.2% | +174.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling