+6.7%
TDY vs COO
-20.3%
+27.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -1.1% | -22.5% | +21.4% | +5.0% |
| 30D | -12.0% | -29.7% | +17.7% | -4.0% |
| 3M | -3.2% | -20.1% | +16.9% | +1.1% |
| 6M | -7.9% | -26.9% | +19.0% | +0.8% |
| YTD | +18.2% | -34.2% | +52.4% | +35.3% |
| 1Y | +6.7% | -21.3% | +27.9% | +13.5% |
| All | +6.7% | -20.3% | +27.0% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling