+734.7%
TT vs COR
+505.6%
+229.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +0.8% | +2.4% | -1.6% | +0.2% |
| 30D | -11.8% | +7.7% | -19.5% | -13.5% |
| 3M | -11.6% | +7.5% | -19.1% | -13.4% |
| 6M | -9.3% | +34.1% | -43.4% | -16.5% |
| YTD | +8.9% | +3.9% | +5.0% | +6.4% |
| 1Y | -2.2% | -3.6% | +1.4% | -2.4% |
| 3Y | +91.9% | +80.5% | +11.4% | +55.2% |
| 5Y | +136.0% | +194.9% | -58.9% | +61.5% |
| 10Y | +734.7% | +486.6% | +248.1% | +379.4% |
| All | +734.7% | +505.6% | +229.1% | +379.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling