-80.5%
TE vs COR
+391.3%
-471.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -3.1% |
| 7D | -19.1% | +7.6% | -26.7% | -19.1% |
| 30D | -34.1% | +6.8% | -40.9% | -34.1% |
| 3M | -60.1% | +16.0% | -76.2% | -60.2% |
| 6M | -66.0% | +41.0% | -107.0% | -66.5% |
| YTD | -71.4% | +6.9% | -78.3% | -71.2% |
| 1Y | -45.3% | -1.0% | -44.3% | -44.5% |
| 3Y | +9.1% | +84.6% | -75.5% | +2.9% |
| 5Y | -82.6% | +203.3% | -285.9% | -84.2% |
| All | -80.5% | +391.3% | -471.8% | -82.4% |
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