+11,954.4%
TSM vs COR
+6,836.6%
+5,117.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.7% |
| 7D | -7.6% | +0.8% | -8.4% | -7.7% |
| 30D | -20.5% | +5.1% | -25.6% | -21.3% |
| 3M | -10.0% | +2.8% | -12.8% | -10.7% |
| 6M | -10.1% | +32.5% | -42.6% | -15.4% |
| YTD | +24.5% | -0.7% | +25.2% | +23.0% |
| 1Y | +31.2% | -6.7% | +37.9% | +31.2% |
| 3Y | +322.0% | +73.7% | +248.3% | +265.2% |
| 5Y | +245.3% | +177.9% | +67.4% | +167.3% |
| 10Y | +1,465.8% | +533.8% | +932.1% | +875.5% |
| All | +11,954.4% | +6,836.6% | +5,117.8% | +4,438.3% |
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