+230.8%
CORZ vs TT
+58.0%
+172.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.4% | -6.4% | -6.6% |
| 7D | -21.1% | -9.0% | -12.2% | -13.2% |
| 30D | -31.8% | -17.6% | -14.2% | -17.6% |
| 3M | -47.7% | -18.7% | -29.1% | -36.1% |
| 6M | -48.7% | -17.4% | -31.3% | -38.5% |
| YTD | -21.8% | +1.5% | -23.4% | -23.7% |
| 1Y | -47.8% | -9.4% | -38.4% | -42.7% |
| All | +230.8% | +58.0% | +172.8% | +255.6% |
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