+750.6%
TT vs COR
+534.3%
+216.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.7% | +1.0% | +3.7% |
| 7D | +1.7% | +2.3% | -0.6% | +1.1% |
| 30D | -11.8% | +6.8% | -18.6% | -13.4% |
| 3M | -12.6% | +8.1% | -20.7% | -14.5% |
| 6M | -9.4% | +33.0% | -42.4% | -16.3% |
| YTD | +8.8% | +3.0% | +5.8% | +6.5% |
| 1Y | -2.5% | -3.4% | +0.9% | -2.8% |
| 3Y | +95.7% | +80.1% | +15.5% | +58.2% |
| 5Y | +135.7% | +194.7% | -59.0% | +61.2% |
| 10Y | +750.6% | +512.3% | +238.3% | +388.8% |
| All | +750.6% | +534.3% | +216.3% | +388.8% |
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