+13,634.3%
TSM vs COR
+6,782.4%
+6,852.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.7% | +3.2% |
| 7D | +2.7% | +2.8% | 0.0% | +2.2% |
| 30D | +3.6% | +4.5% | -0.9% | +2.6% |
| 3M | -3.4% | +22.7% | -26.0% | -7.6% |
| 6M | +20.6% | -9.7% | +30.3% | +21.8% |
| YTD | +41.9% | -1.4% | +43.3% | +40.6% |
| 1Y | +84.4% | +13.9% | +70.4% | +77.0% |
| 3Y | +380.2% | +94.0% | +286.3% | +305.9% |
| 5Y | +275.3% | +184.0% | +91.3% | +189.3% |
| 10Y | +1,751.4% | +406.8% | +1,344.6% | +1,107.4% |
| All | +13,634.3% | +6,782.4% | +6,852.0% | +5,084.9% |
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 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