+147.5%
TTMI vs COR
+8.7%
+138.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.7% |
| 7D | +6.0% | -4.8% | +10.8% | +5.0% |
| 30D | -6.4% | -3.7% | -2.7% | -6.9% |
| 3M | -28.9% | +14.3% | -43.3% | -28.7% |
| 6M | +26.9% | -8.5% | +35.4% | +36.2% |
| YTD | +77.3% | -4.4% | +81.7% | +93.4% |
| 1Y | +147.5% | +9.1% | +138.4% | +189.8% |
| All | +147.5% | +8.7% | +138.8% | +189.8% |
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