+1,421.2%
TFC vs COR
+18,334.8%
-16,913.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.7% | +1.0% |
| 7D | +0.3% | +2.3% | -2.0% | -0.3% |
| 30D | +9.2% | +6.8% | +2.4% | +7.4% |
| 3M | -2.9% | +8.1% | -11.0% | -4.9% |
| 6M | +3.5% | +33.0% | -29.5% | -3.9% |
| YTD | +5.4% | +3.0% | +2.5% | +3.3% |
| 1Y | +17.3% | -3.4% | +20.7% | +16.7% |
| 3Y | +96.7% | +80.1% | +16.5% | +64.2% |
| 5Y | -1.1% | +194.7% | -195.8% | -27.8% |
| 10Y | +84.7% | +512.3% | -427.5% | +12.1% |
| All | +1,421.2% | +18,334.8% | -16,913.7% | +423.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling