-19.1%
TE vs COR
+85.9%
-105.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -3.0% |
| 7D | +15.0% | -3.9% | +18.9% | +14.3% |
| 30D | -7.5% | -0.3% | -7.2% | -7.6% |
| 3M | -42.0% | +15.9% | -57.8% | -40.6% |
| 6M | -31.4% | -10.3% | -21.2% | -29.4% |
| YTD | -26.5% | -3.7% | -22.8% | -23.8% |
| 1Y | +153.1% | +9.1% | +144.0% | +164.8% |
| All | -19.1% | +85.9% | -105.0% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling