+873.0%
TTMI vs COR
+85.9%
+787.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -4.0% |
| 7D | +7.5% | -3.9% | +11.4% | +6.6% |
| 30D | -4.5% | -0.3% | -4.2% | -4.4% |
| 3M | -28.5% | +15.9% | -44.4% | -26.8% |
| 6M | +28.4% | -10.3% | +38.6% | +30.7% |
| YTD | +80.1% | -3.7% | +83.8% | +85.9% |
| 1Y | +161.0% | +9.1% | +152.0% | +179.5% |
| All | +873.0% | +85.9% | +787.1% | +972.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling