+537.0%
TDG vs COR
+406.5%
+130.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.9% | -2.8% | +1.0% | -1.0% |
| 30D | -7.7% | +2.6% | -10.3% | -8.5% |
| 3M | -9.3% | +14.5% | -23.8% | -13.4% |
| 6M | -9.4% | -7.8% | -1.6% | -7.9% |
| YTD | -14.3% | -4.2% | -10.0% | -14.2% |
| 1Y | -11.8% | +7.0% | -18.8% | -15.4% |
| 3Y | +52.0% | +85.5% | -33.6% | +18.3% |
| 5Y | +128.8% | +181.2% | -52.4% | +53.1% |
| All | +537.0% | +406.5% | +130.5% | +283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling