+131.2%
TLT vs COR
+2,902.1%
-2,770.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | 0.0% |
| 7D | -0.4% | +2.8% | -3.2% | -0.2% |
| 30D | -0.6% | +4.5% | -5.1% | -0.1% |
| 3M | -2.7% | +22.7% | -25.4% | -0.6% |
| 6M | -5.6% | -9.7% | +4.1% | -6.4% |
| YTD | -2.8% | -1.4% | -1.4% | -2.6% |
| 1Y | -1.4% | +13.9% | -15.4% | +0.4% |
| 3Y | -1.6% | +94.0% | -95.5% | +6.7% |
| 5Y | -33.8% | +184.0% | -217.8% | -24.5% |
| 10Y | -21.1% | +406.8% | -427.9% | -0.5% |
| All | +131.2% | +2,902.1% | -2,770.9% | +257.9% |
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