+67.7%
T vs COO
-38.8%
+106.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.7% |
| 7D | -1.3% | -2.2% | +1.0% | -0.9% |
| 30D | +11.4% | -7.0% | +18.4% | +12.6% |
| 3M | +14.3% | +12.2% | +2.1% | +12.0% |
| 6M | -9.3% | -15.1% | +5.9% | -7.0% |
| YTD | +7.1% | -15.1% | +22.2% | +9.7% |
| 1Y | -9.1% | +2.3% | -11.4% | -10.1% |
| 3Y | +105.3% | -23.7% | +129.0% | +110.6% |
| All | +67.7% | -38.8% | +106.4% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling