+241.9%
CORZ vs TTMI
+346.4%
-104.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.9% | -3.6% | -0.4% |
| 7D | -11.2% | -19.8% | +8.6% | +0.2% |
| 30D | -26.2% | -48.1% | +21.9% | +2.1% |
| 3M | -44.1% | -51.2% | +7.1% | -20.7% |
| 6M | -52.3% | -59.6% | +7.3% | -26.7% |
| YTD | -19.2% | -3.6% | -15.6% | -27.5% |
| 1Y | -42.9% | -2.3% | -40.5% | -49.9% |
| All | +241.9% | +346.4% | -104.5% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling