+131.4%
TLT vs COR
+3,036.5%
-2,905.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.6% | +0.4% |
| 7D | +0.3% | +2.3% | -2.1% | +0.5% |
| 30D | +5.1% | +6.8% | -1.7% | +5.8% |
| 3M | -0.2% | +8.1% | -8.3% | +0.7% |
| 6M | -2.9% | +33.0% | -35.9% | 0.0% |
| YTD | -2.7% | +3.0% | -5.7% | -2.0% |
| 1Y | -4.6% | -3.4% | -1.2% | -4.6% |
| 3Y | +6.1% | +80.1% | -74.1% | +14.0% |
| 5Y | -35.1% | +194.7% | -229.9% | -25.8% |
| 10Y | -12.5% | +512.3% | -524.8% | +12.5% |
| All | +131.4% | +3,036.5% | -2,905.1% | +260.0% |
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