+1,461.1%
TFC vs COR
+17,545.2%
-16,084.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.5% |
| 7D | +2.4% | +2.8% | -0.4% | +1.7% |
| 30D | -1.3% | +4.5% | -5.8% | -2.5% |
| 3M | +6.1% | +22.7% | -16.6% | +0.5% |
| 6M | +7.3% | -9.7% | +17.1% | +9.1% |
| YTD | +8.2% | -1.4% | +9.6% | +7.3% |
| 1Y | +14.4% | +13.9% | +0.5% | +9.1% |
| 3Y | +93.7% | +94.0% | -0.2% | +58.6% |
| 5Y | +16.4% | +184.0% | -167.6% | -14.2% |
| 10Y | +101.6% | +406.8% | -305.2% | +27.1% |
| All | +1,461.1% | +17,545.2% | -16,084.1% | +443.1% |
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