+90.2%
TT vs COR
+74.4%
+15.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.4% |
| 7D | -2.0% | +0.8% | -2.8% | -2.0% |
| 30D | -14.0% | +5.1% | -19.2% | -14.0% |
| 3M | -15.9% | +2.8% | -18.7% | -15.9% |
| 6M | -17.3% | +32.5% | -49.9% | -17.6% |
| YTD | +4.0% | -0.7% | +4.6% | +4.8% |
| 1Y | -7.1% | -6.7% | -0.4% | -6.0% |
| 3Y | +90.2% | +73.7% | +16.5% | +88.4% |
| All | +90.2% | +74.4% | +15.9% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling