+172.6%
TTMI vs COR
+12.8%
+159.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.9% | +10.7% | +8.5% |
| 7D | +5.9% | +2.8% | +3.1% | +6.4% |
| 30D | -4.3% | +4.5% | -8.8% | -3.5% |
| 3M | -32.0% | +22.7% | -54.7% | -31.7% |
| 6M | +19.5% | -9.7% | +29.2% | +31.0% |
| YTD | +82.0% | -1.4% | +83.5% | +99.8% |
| 1Y | +172.6% | +13.9% | +158.7% | +228.0% |
| All | +172.6% | +12.8% | +159.8% | +228.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling