+240.3%
TTMI vs COR
+4,881.6%
-4,641.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.6% | +8.8% |
| 7D | +7.2% | -1.2% | +8.4% | +8.1% |
| 30D | -28.7% | +7.6% | -36.3% | -30.8% |
| 3M | -39.8% | +5.0% | -44.8% | -41.5% |
| 6M | -51.7% | +35.3% | -87.0% | -58.4% |
| YTD | +14.1% | +4.2% | +9.8% | +8.5% |
| 1Y | +16.0% | -3.4% | +19.4% | +13.9% |
| 3Y | +452.7% | +81.1% | +371.6% | +295.5% |
| 5Y | +451.5% | +195.8% | +255.7% | +210.9% |
| 10Y | +443.1% | +493.6% | -50.4% | +109.6% |
| All | +240.3% | +4,881.6% | -4,641.3% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling