+15.5%
TFC vs COR
+9.1%
+6.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.3% | -3.9% | +2.6% | -1.1% |
| 30D | -2.3% | -0.3% | -2.0% | -2.3% |
| 3M | +2.5% | +15.9% | -13.4% | +1.6% |
| 6M | +9.5% | -10.3% | +19.7% | +9.4% |
| YTD | +5.1% | -3.7% | +8.8% | +4.4% |
| 1Y | +15.5% | +9.1% | +6.4% | +11.6% |
| All | +15.5% | +9.1% | +6.4% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling