+31.4%
CORZ vs TTMI
+171.3%
-139.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -8.9% | -4.2% |
| 7D | +8.4% | +5.9% | +2.5% | +5.2% |
| 30D | -17.8% | -4.3% | -13.5% | -16.6% |
| 3M | -35.9% | -32.0% | -3.9% | -25.6% |
| 6M | +12.9% | +19.5% | -6.5% | +1.2% |
| YTD | +22.9% | +82.0% | -59.2% | -9.4% |
| 1Y | +31.4% | +172.6% | -141.3% | -15.4% |
| All | +31.4% | +171.3% | -139.9% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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