+443.1%
TTMI vs COR
+4,612.1%
-4,168.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.9% | +10.7% | +9.6% |
| 7D | +5.9% | +2.8% | +3.1% | +4.6% |
| 30D | -4.3% | +4.5% | -8.8% | -6.5% |
| 3M | -32.0% | +22.7% | -54.7% | -38.8% |
| 6M | +19.5% | -9.7% | +29.2% | +21.2% |
| YTD | +82.0% | -1.4% | +83.5% | +77.7% |
| 1Y | +172.6% | +13.9% | +158.7% | +148.6% |
| 3Y | +744.7% | +94.0% | +650.7% | +485.4% |
| 5Y | +805.6% | +184.0% | +621.5% | +419.5% |
| 10Y | +1,057.6% | +406.8% | +650.8% | +375.7% |
| All | +443.1% | +4,612.1% | -4,168.9% | -12.7% |
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