+10,351.8%
TT vs COR
+17,545.2%
-7,193.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.1% |
| 7D | -0.2% | +2.8% | -3.0% | -0.9% |
| 30D | -7.4% | +4.5% | -11.9% | -8.5% |
| 3M | -3.2% | +22.7% | -25.9% | -8.2% |
| 6M | +1.1% | -9.7% | +10.8% | +2.6% |
| YTD | +15.6% | -1.4% | +17.1% | +14.5% |
| 1Y | +9.2% | +13.9% | -4.8% | +4.0% |
| 3Y | +124.4% | +94.0% | +30.4% | +84.6% |
| 5Y | +138.0% | +184.0% | -46.0% | +76.8% |
| 10Y | +886.4% | +406.8% | +479.6% | +511.1% |
| All | +10,351.8% | +17,545.2% | -7,193.5% | +3,380.0% |
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