-12.3%
TLT vs COR
+505.6%
-518.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | -0.3% | +2.4% | -2.7% | -0.1% |
| 30D | +3.7% | +7.7% | -4.0% | +4.3% |
| 3M | -0.7% | +7.5% | -8.2% | -0.1% |
| 6M | -4.2% | +34.1% | -38.3% | -1.8% |
| YTD | -4.0% | +3.9% | -7.8% | -3.4% |
| 1Y | -5.8% | -3.6% | -2.2% | -5.9% |
| 3Y | +4.1% | +80.5% | -76.4% | +11.3% |
| 5Y | -34.8% | +194.9% | -229.7% | -25.5% |
| 10Y | -12.3% | +486.6% | -499.0% | +10.7% |
| All | -12.3% | +505.6% | -518.0% | +10.7% |
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