+45.0%
TDY vs COO
-40.4%
+85.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +4.1% | +0.5% | +3.6% | +3.9% |
| 30D | +5.7% | +14.2% | -8.4% | +1.1% |
| 3M | -4.4% | -18.2% | +13.8% | +1.4% |
| 6M | +1.2% | +5.3% | -4.1% | -2.4% |
| YTD | +26.0% | -23.6% | +49.6% | +36.5% |
| 1Y | +27.4% | -12.7% | +40.1% | +31.4% |
| 3Y | +67.5% | -24.2% | +91.7% | +74.6% |
| All | +45.0% | -40.4% | +85.4% | +62.7% |
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