-1.9%
TLT vs CORZ
+225.9%
-227.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.6% |
| 7D | -0.3% | +7.6% | -7.9% | -0.3% |
| 30D | 0.0% | -6.9% | +6.9% | 0.0% |
| 3M | -2.9% | -33.0% | +30.2% | -2.7% |
| 6M | -6.3% | +19.3% | -25.6% | -6.3% |
| YTD | -3.3% | +24.2% | -27.6% | -3.4% |
| 1Y | -4.2% | +24.5% | -28.7% | -4.3% |
| All | -1.9% | +225.9% | -227.8% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling