+290.7%
TSM vs COR
+180.8%
+109.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +2.1% |
| 7D | +6.0% | -1.9% | +7.9% | +5.8% |
| 30D | +4.5% | +1.5% | +3.0% | +4.7% |
| 3M | +3.1% | +18.7% | -15.6% | +4.9% |
| 6M | +30.2% | -9.0% | +39.2% | +31.8% |
| YTD | +45.2% | -3.3% | +48.5% | +47.4% |
| 1Y | +79.6% | +9.8% | +69.7% | +83.4% |
| 3Y | +411.0% | +87.4% | +323.6% | +403.4% |
| 5Y | +290.7% | +180.5% | +110.2% | +261.0% |
| All | +290.7% | +180.8% | +109.9% | +261.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling