+10.7%
TTMI vs COR
+5.5%
+5.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.0% | -14.1% | -9.1% |
| 7D | -19.2% | +9.1% | -28.3% | -17.4% |
| 30D | -44.9% | +12.4% | -57.3% | -43.4% |
| 3M | -44.7% | +15.8% | -60.5% | -43.2% |
| 6M | -53.4% | +17.1% | -70.5% | -52.0% |
| YTD | +6.3% | +5.4% | +0.9% | +18.8% |
| 1Y | +10.7% | +3.5% | +7.2% | +25.1% |
| All | +10.7% | +5.5% | +5.2% | +25.1% |
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