-12.5%
CORZ vs TT
+0.9%
-13.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.1% |
| 7D | +26.4% | +8.1% | +18.3% | +18.2% |
| 30D | -6.8% | -11.3% | +4.5% | +3.0% |
| 3M | -31.1% | -11.2% | -19.9% | -24.0% |
| 6M | -36.9% | -8.9% | -28.0% | -32.0% |
| YTD | -1.2% | +9.7% | -11.0% | -3.6% |
| 1Y | -12.5% | +1.3% | -13.8% | -13.9% |
| All | -12.5% | +0.9% | -13.5% | -13.9% |
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