+529.5%
TDG vs COO
+17.5%
+511.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.7% | +14.8% | +7.3% |
| 7D | -2.7% | -23.3% | +20.6% | +10.0% |
| 30D | -9.3% | -29.5% | +20.2% | +6.9% |
| 3M | -7.1% | -20.0% | +12.9% | +2.3% |
| 6M | -11.2% | -27.2% | +16.0% | +2.5% |
| YTD | -15.3% | -33.9% | +18.6% | +2.5% |
| 1Y | -12.5% | -19.9% | +7.5% | -4.7% |
| 3Y | +51.2% | -38.1% | +89.3% | +77.6% |
| 5Y | +126.1% | -52.0% | +178.1% | +204.9% |
| All | +529.5% | +17.5% | +511.9% | +417.0% |
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 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