+13,805.5%
TDG vs COO
+376.9%
+13,428.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | -2.3% | -18.2% | +15.9% | +4.6% |
| 6M | +1.3% | +5.3% | -4.0% | -2.1% |
| YTD | -8.5% | -23.6% | +15.1% | +0.1% |
| 1Y | -8.1% | -12.7% | +4.6% | -4.8% |
| 3Y | +43.4% | -24.2% | +67.6% | +51.4% |
| 5Y | +127.8% | -40.0% | +167.8% | +160.9% |
| 10Y | +554.4% | +41.6% | +512.8% | +457.2% |
| All | +13,805.5% | +376.9% | +13,428.7% | +6,566.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling