+12,981.4%
TDG vs COR
+2,078.9%
+10,902.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.7% |
| 7D | -0.9% | -1.9% | +1.0% | -0.2% |
| 30D | -6.5% | +1.5% | -8.1% | -7.2% |
| 3M | -5.1% | +18.7% | -23.8% | -11.7% |
| 6M | -11.5% | -9.0% | -2.5% | -9.5% |
| YTD | -13.9% | -3.3% | -10.6% | -14.4% |
| 1Y | -11.5% | +9.8% | -21.3% | -16.9% |
| 3Y | +53.7% | +87.4% | -33.7% | +13.2% |
| 5Y | +135.5% | +180.5% | -45.0% | +45.0% |
| 10Y | +535.2% | +398.1% | +137.0% | +186.7% |
| All | +12,981.4% | +2,078.9% | +10,902.5% | +2,297.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling