-31.9%
CORZ vs TT
-2.5%
-29.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | -7.8% | +0.8% | -8.6% | -8.1% |
| 30D | -14.8% | -11.8% | -3.0% | -5.1% |
| 3M | -32.5% | -11.6% | -20.9% | -25.0% |
| 6M | -42.7% | -9.3% | -33.4% | -38.0% |
| YTD | -9.8% | +8.9% | -18.7% | -13.7% |
| 1Y | -31.9% | -2.2% | -29.7% | -30.5% |
| All | -31.9% | -2.5% | -29.5% | -30.5% |
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