+269.8%
CORZ vs TT
+69.3%
+200.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.7% | +3.5% | +3.6% |
| 7D | +1.7% | +1.7% | 0.0% | +0.7% |
| 30D | -17.5% | -11.8% | -5.6% | -6.5% |
| 3M | -39.5% | -12.6% | -26.9% | -30.9% |
| 6M | -44.5% | -9.4% | -35.1% | -39.3% |
| YTD | -12.6% | +8.8% | -21.5% | -20.1% |
| 1Y | -37.0% | -2.5% | -34.5% | -35.5% |
| All | +269.8% | +69.3% | +200.4% | +272.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling