+126.5%
TDG vs COO
-44.2%
+170.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.2% | +4.5% | +0.7% |
| 7D | -2.4% | -9.0% | +6.5% | +1.0% |
| 30D | -8.0% | -16.8% | +8.8% | -1.4% |
| 3M | -10.5% | -7.5% | -3.0% | -8.1% |
| 6M | -11.9% | -16.3% | +4.4% | -6.2% |
| YTD | -15.4% | -22.5% | +7.2% | -7.2% |
| 1Y | -14.2% | -7.0% | -7.2% | -12.7% |
| 3Y | +51.0% | -27.5% | +78.5% | +62.2% |
| 5Y | +126.5% | -43.3% | +169.8% | +169.5% |
| All | +126.5% | -44.2% | +170.6% | +169.5% |
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