-2.9%
TLT vs CORZ
+223.2%
-226.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | +0.1% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -1.1% | -14.0% | +12.9% | -1.1% |
| 3M | -4.9% | -34.1% | +29.2% | -4.7% |
| 6M | -5.0% | +8.5% | -13.5% | -5.0% |
| YTD | -4.4% | +23.2% | -27.6% | -4.4% |
| 1Y | -6.4% | +15.4% | -21.8% | -6.5% |
| All | -2.9% | +223.2% | -226.1% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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