+12,377.6%
TSM vs COR
+7,090.4%
+5,287.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.1% | +2.8% |
| 7D | -2.5% | +2.3% | -4.9% | -2.9% |
| 30D | -14.3% | +6.8% | -21.0% | -15.4% |
| 3M | -7.2% | +8.1% | -15.3% | -8.8% |
| 6M | -5.1% | +33.0% | -38.1% | -10.8% |
| YTD | +28.9% | +3.0% | +25.9% | +26.5% |
| 1Y | +37.1% | -3.4% | +40.5% | +36.2% |
| 3Y | +341.5% | +80.1% | +261.3% | +279.5% |
| 5Y | +245.7% | +194.7% | +51.0% | +164.5% |
| 10Y | +1,502.2% | +512.3% | +990.0% | +908.3% |
| All | +12,377.6% | +7,090.4% | +5,287.2% | +4,566.3% |
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 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