-41.3%
CORZ vs TT
-6.5%
-34.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -1.7% | -8.7% | -9.0% |
| 7D | -14.9% | -8.5% | -6.5% | -8.1% |
| 30D | -23.1% | -12.8% | -10.3% | -13.6% |
| 3M | -44.1% | -12.9% | -31.2% | -37.2% |
| 6M | -39.5% | -15.2% | -24.3% | -30.5% |
| YTD | -12.4% | +6.2% | -18.6% | -14.8% |
| 1Y | -41.3% | -4.5% | -36.8% | -38.5% |
| All | -41.3% | -6.5% | -34.8% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling