+84.4%
TSM vs COR
+12.8%
+71.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.7% | +2.5% |
| 7D | +2.7% | +2.8% | 0.0% | +3.3% |
| 30D | +3.6% | +4.5% | -0.9% | +4.6% |
| 3M | -3.4% | +22.7% | -26.0% | +0.1% |
| 6M | +20.6% | -9.7% | +30.3% | +28.1% |
| YTD | +41.9% | -1.4% | +43.3% | +50.6% |
| 1Y | +84.4% | +13.9% | +70.4% | +95.9% |
| All | +84.4% | +12.8% | +71.6% | +95.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling