+812.9%
TTMI vs COR
+180.2%
+632.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.9% |
| 7D | +7.5% | -3.9% | +11.4% | +7.5% |
| 30D | -4.5% | -0.3% | -4.2% | -4.5% |
| 3M | -28.5% | +15.9% | -44.4% | -29.6% |
| 6M | +28.4% | -10.3% | +38.6% | +31.7% |
| YTD | +80.1% | -3.7% | +83.8% | +83.3% |
| 1Y | +161.0% | +9.1% | +152.0% | +161.4% |
| 3Y | +862.4% | +86.6% | +775.9% | +684.7% |
| 5Y | +812.9% | +180.9% | +632.0% | +518.6% |
| All | +812.9% | +180.2% | +632.7% | +518.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling