-41.3%
CORZ vs TW
+20.8%
-62.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.0% | -11.4% | -9.8% |
| 7D | -14.9% | +6.0% | -20.9% | -11.9% |
| 30D | -23.1% | +18.6% | -41.7% | -15.2% |
| 3M | -44.1% | +26.5% | -70.6% | -35.8% |
| 6M | -39.5% | +13.1% | -52.7% | -31.7% |
| YTD | -12.4% | +18.5% | -30.9% | +2.2% |
| 1Y | -41.3% | +21.7% | -63.0% | -30.9% |
| All | -41.3% | +20.8% | -62.1% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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