+241.9%
CORZ vs TW
+31.7%
+210.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | -11.2% | +4.2% | -15.5% | -11.2% |
| 30D | -26.2% | +18.9% | -45.2% | -26.3% |
| 3M | -44.1% | +23.8% | -67.9% | -44.2% |
| 6M | -52.3% | +17.0% | -69.3% | -52.1% |
| YTD | -19.2% | +19.2% | -38.5% | -20.0% |
| 1Y | -42.9% | +20.1% | -63.0% | -43.7% |
| All | +241.9% | +31.7% | +210.2% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling