-12.5%
CORZ vs TW
+19.3%
-31.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -0.9% |
| 7D | +26.4% | +3.2% | +23.2% | +28.5% |
| 30D | -6.8% | +19.7% | -26.5% | +2.9% |
| 3M | -31.1% | +26.8% | -57.9% | -21.4% |
| 6M | -36.9% | +20.9% | -57.8% | -27.3% |
| YTD | -1.2% | +22.9% | -24.1% | +18.1% |
| 1Y | -12.5% | +20.4% | -32.9% | +5.1% |
| All | -12.5% | +19.3% | -31.8% | +5.1% |
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