+65.3%
T vs COO
+43.7%
+21.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.3% |
| 7D | -1.5% | -2.3% | +0.8% | -1.0% |
| 30D | +7.6% | -8.8% | +16.4% | +9.8% |
| 3M | +15.3% | +1.3% | +14.0% | +14.7% |
| 6M | -8.5% | -11.6% | +3.1% | -6.3% |
| YTD | +6.8% | -17.4% | +24.2% | +11.0% |
| 1Y | -7.2% | -1.6% | -5.6% | -7.9% |
| 3Y | +108.2% | -22.6% | +130.9% | +113.8% |
| 5Y | +66.1% | -40.3% | +106.4% | +80.9% |
| 10Y | +65.3% | +45.2% | +20.1% | +42.7% |
| All | +65.3% | +43.7% | +21.6% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling