+281.7%
CORZ vs TW
+33.6%
+248.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +3.2% |
| 7D | -7.8% | +3.1% | -10.9% | -7.8% |
| 30D | -14.8% | +16.7% | -31.5% | -14.8% |
| 3M | -32.5% | +25.2% | -57.6% | -32.6% |
| 6M | -42.7% | +19.5% | -62.2% | -42.5% |
| YTD | -9.8% | +21.0% | -30.8% | -10.7% |
| 1Y | -31.9% | +19.0% | -50.9% | -32.1% |
| All | +281.7% | +33.6% | +248.1% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling