+3,246.1%
TMO vs COR
+17,211.5%
-13,965.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.3% |
| 7D | +0.4% | -1.9% | +2.3% | +0.8% |
| 30D | +1.5% | +1.5% | 0.0% | +1.1% |
| 3M | +28.5% | +18.7% | +9.8% | +23.6% |
| 6M | +20.4% | -9.0% | +29.4% | +22.0% |
| YTD | +4.3% | -3.3% | +7.6% | +4.0% |
| 1Y | +24.1% | +9.8% | +14.3% | +20.1% |
| 3Y | +17.5% | +87.4% | -69.9% | -0.1% |
| 5Y | +6.8% | +180.5% | -173.7% | -17.5% |
| 10Y | +311.9% | +398.1% | -86.3% | +170.1% |
| All | +3,246.1% | +17,211.5% | -13,965.3% | +1,125.8% |
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