+420.1%
CORZ vs TT
+79.9%
+340.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.6% |
| 7D | +8.4% | -0.2% | +8.6% | +8.7% |
| 30D | -17.8% | -7.4% | -10.4% | -11.7% |
| 3M | -35.9% | -3.2% | -32.7% | -34.5% |
| 6M | +12.9% | +1.1% | +11.8% | +10.9% |
| YTD | +22.9% | +15.6% | +7.2% | +5.5% |
| 1Y | +31.4% | +9.2% | +22.2% | +19.6% |
| All | +420.1% | +79.9% | +340.2% | +391.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling