-1.1%
TFC vs COR
+192.5%
-193.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.7% | +1.4% |
| 7D | +0.3% | +2.3% | -2.0% | 0.0% |
| 30D | +9.2% | +6.8% | +2.4% | +8.1% |
| 3M | -2.9% | +8.1% | -11.0% | -4.0% |
| 6M | +3.5% | +33.0% | -29.5% | -0.7% |
| YTD | +5.4% | +3.0% | +2.5% | +4.3% |
| 1Y | +17.3% | -3.4% | +20.7% | +17.3% |
| 3Y | +96.7% | +80.1% | +16.5% | +62.5% |
| 5Y | -1.1% | +194.7% | -195.8% | -39.5% |
| All | -1.1% | +192.5% | -193.6% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling