-5.9%
TLT vs CORZ
+13.8%
-19.6%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -1.1% |
| 7D | -1.6% | -3.0% | +1.4% | -1.5% |
| 30D | -1.3% | -12.1% | +10.8% | -1.2% |
| 3M | -3.7% | -32.4% | +28.7% | -3.5% |
| 6M | -6.4% | +12.4% | -18.7% | -5.8% |
| YTD | -4.5% | +19.3% | -23.8% | -3.9% |
| 1Y | -5.9% | +8.6% | -14.5% | -4.7% |
| All | -5.9% | +13.8% | -19.6% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling