+36.0%
TSM vs CORZ
-41.7%
+77.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -10.4% | +8.2% | +1.2% |
| 7D | -10.0% | -14.9% | +5.0% | -5.4% |
| 30D | -18.5% | -23.1% | +4.6% | -11.9% |
| 3M | -4.9% | -44.1% | +39.2% | +13.6% |
| 6M | -1.0% | -39.5% | +38.6% | +13.6% |
| YTD | +31.3% | -12.4% | +43.6% | +32.6% |
| 1Y | +36.0% | -41.3% | +77.3% | +47.6% |
| All | +36.0% | -41.7% | +77.7% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 1y: compounded portfolio wealth divided by compounded CORZ 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…
1y analysis · Full analysis span regression · 6 months rolling