+411.3%
TTMI vs COR
+469.4%
-58.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -3.0% |
| 7D | +22.6% | +2.9% | +19.7% | +21.6% |
| 30D | -34.3% | +5.8% | -40.1% | -35.5% |
| 3M | -44.8% | +11.4% | -56.2% | -46.8% |
| 6M | -53.3% | +34.5% | -87.8% | -58.4% |
| YTD | +10.6% | +4.1% | +6.5% | +7.2% |
| 1Y | +8.2% | -3.1% | +11.3% | +7.7% |
| 3Y | +435.7% | +80.9% | +354.8% | +298.2% |
| 5Y | +434.2% | +195.1% | +239.0% | +212.4% |
| All | +411.3% | +469.4% | -58.1% | +116.0% |
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 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