+97.2%
TFC vs COR
+399.7%
-302.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -1.3% | -3.9% | +2.6% | +0.1% |
| 30D | -2.3% | -0.3% | -2.0% | -2.4% |
| 3M | +2.5% | +15.9% | -13.4% | -3.3% |
| 6M | +9.5% | -10.3% | +19.7% | +12.6% |
| YTD | +5.1% | -3.7% | +8.8% | +4.5% |
| 1Y | +15.5% | +9.1% | +6.4% | +8.8% |
| 3Y | +95.2% | +86.6% | +8.6% | +41.2% |
| 5Y | +14.5% | +180.9% | -166.4% | -32.7% |
| 10Y | +97.2% | +407.4% | -310.2% | -6.7% |
| All | +97.2% | +399.7% | -302.5% | -6.7% |
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