+444.5%
CORZ vs TW
+6.2%
+438.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.0% | +7.7% | +4.7% |
| 7D | +16.6% | -3.5% | +20.0% | +16.6% |
| 30D | -10.9% | +0.5% | -11.4% | -10.9% |
| 3M | -31.0% | +4.9% | -36.0% | -32.4% |
| 6M | +26.0% | -17.1% | +43.1% | +32.0% |
| YTD | +28.6% | -3.9% | +32.5% | +27.5% |
| 1Y | +34.5% | -13.3% | +47.7% | +39.5% |
| All | +444.5% | +6.2% | +438.3% | +300.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling