+1,124.0%
TTMI vs COR
+406.5%
+717.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +0.7% | -2.8% | +3.5% | +1.5% |
| 30D | -8.4% | +2.6% | -11.0% | -9.3% |
| 3M | -32.5% | +14.5% | -46.9% | -36.2% |
| 6M | +32.5% | -7.8% | +40.3% | +33.6% |
| YTD | +83.2% | -4.2% | +87.5% | +82.5% |
| 1Y | +161.7% | +7.0% | +154.7% | +149.5% |
| 3Y | +890.1% | +85.5% | +804.6% | +630.3% |
| 5Y | +832.4% | +181.2% | +651.2% | +466.5% |
| All | +1,124.0% | +406.5% | +717.5% | +501.5% |
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