+124.0%
TDG vs COO
-40.4%
+164.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +0.9% |
| 7D | +1.7% | +0.5% | +1.2% | +1.5% |
| 30D | +9.7% | +14.2% | -4.5% | +4.5% |
| 3M | -2.3% | -18.2% | +15.9% | +4.5% |
| 6M | +1.3% | +5.3% | -4.0% | -2.0% |
| YTD | -8.5% | -23.6% | +15.1% | 0.0% |
| 1Y | -8.1% | -12.7% | +4.6% | -4.9% |
| 3Y | +43.4% | -24.2% | +67.6% | +48.9% |
| All | +124.0% | -40.4% | +164.4% | +162.3% |
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