+220.3%
TTMI vs COR
+5,011.9%
-4,791.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.6% | -4.0% |
| 7D | +11.4% | +7.6% | +3.7% | +8.2% |
| 30D | -28.3% | +6.8% | -35.1% | -30.2% |
| 3M | -46.7% | +16.0% | -62.7% | -50.1% |
| 6M | -56.1% | +41.0% | -97.1% | -62.8% |
| YTD | +7.4% | +6.9% | +0.4% | +1.0% |
| 1Y | +17.4% | -1.0% | +18.4% | +14.2% |
| 3Y | +429.1% | +84.6% | +344.5% | +275.7% |
| 5Y | +418.8% | +203.3% | +215.5% | +189.4% |
| 10Y | +411.2% | +509.1% | -97.9% | +95.2% |
| All | +220.3% | +5,011.9% | -4,791.5% | -50.4% |
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