+50.0%
TDG vs COO
-27.8%
+77.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.2% | +4.5% | -0.1% |
| 7D | -2.4% | -9.0% | +6.5% | -0.1% |
| 30D | -8.0% | -16.8% | +8.8% | -3.6% |
| 3M | -10.5% | -7.5% | -3.0% | -8.8% |
| 6M | -11.9% | -16.3% | +4.4% | -8.2% |
| YTD | -15.4% | -22.5% | +7.2% | -10.3% |
| 1Y | -14.2% | -7.0% | -7.2% | -12.8% |
| All | +50.0% | -27.8% | +77.8% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling