+425.9%
CORZ vs TRI
-31.5%
+457.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.6% | -3.5% |
| 7D | +7.6% | -8.4% | +16.0% | +7.4% |
| 30D | -6.9% | -6.5% | -0.5% | -7.0% |
| 3M | -33.0% | +18.6% | -51.6% | -34.8% |
| 6M | +19.3% | -10.4% | +29.8% | +24.9% |
| YTD | +24.2% | -23.7% | +47.9% | +38.5% |
| 1Y | +24.5% | -42.5% | +67.0% | +62.1% |
| All | +425.9% | -31.5% | +457.4% | +462.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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