-39.8%
TTMI vs COR
+7.7%
-47.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.6% | +9.1% |
| 7D | +7.2% | -1.2% | +8.4% | +4.4% |
| 30D | -28.7% | +7.6% | -36.3% | -23.5% |
| 3M | -39.8% | +5.0% | -44.8% | -39.0% |
| All | -39.8% | +7.7% | -47.5% | -39.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling