+397.0%
TSM vs COR
+92.7%
+304.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.7% | +2.4% |
| 7D | +2.7% | +2.8% | 0.0% | +3.4% |
| 30D | +3.6% | +4.5% | -0.9% | +4.9% |
| 3M | -3.4% | +22.7% | -26.0% | +1.7% |
| 6M | +20.6% | -9.7% | +30.3% | +21.6% |
| YTD | +41.9% | -1.4% | +43.3% | +45.8% |
| 1Y | +84.4% | +13.9% | +70.4% | +97.9% |
| All | +397.0% | +92.7% | +304.3% | +513.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling