-53.4%
TE vs COR
+339.1%
-392.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.7% |
| 7D | +0.9% | -4.8% | +5.7% | +0.9% |
| 30D | -16.3% | -3.7% | -12.6% | -16.2% |
| 3M | -40.8% | +14.3% | -55.1% | -41.1% |
| 6M | -42.6% | -8.5% | -34.1% | -41.9% |
| YTD | -31.4% | -4.4% | -27.0% | -30.8% |
| 1Y | +144.9% | +9.1% | +135.8% | +144.5% |
| 3Y | -26.0% | +85.2% | -111.2% | -31.1% |
| 5Y | -48.5% | +180.7% | -229.1% | -53.2% |
| All | -53.4% | +339.1% | -392.5% | -57.7% |
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 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