+126.1%
TDG vs COR
+179.1%
-53.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -2.7% | -4.8% | +2.2% | -1.3% |
| 30D | -9.3% | -3.7% | -5.6% | -8.4% |
| 3M | -7.1% | +14.3% | -21.4% | -10.7% |
| 6M | -11.2% | -8.5% | -2.7% | -8.9% |
| YTD | -15.3% | -4.4% | -10.9% | -14.7% |
| 1Y | -12.5% | +9.1% | -21.6% | -16.6% |
| 3Y | +51.2% | +85.2% | -34.0% | +10.0% |
| 5Y | +126.1% | +180.7% | -54.5% | +29.1% |
| All | +126.1% | +179.1% | -53.0% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling