+37.8%
TDY vs COO
-51.8%
+89.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.7% | +14.9% | +4.9% |
| 7D | -1.9% | -23.3% | +21.4% | +6.5% |
| 30D | -12.5% | -29.5% | +17.0% | -2.4% |
| 3M | -0.8% | -20.0% | +19.2% | +5.6% |
| 6M | -9.0% | -27.2% | +18.2% | 0.0% |
| YTD | +16.8% | -33.9% | +50.7% | +32.8% |
| 1Y | +9.5% | -19.9% | +29.4% | +16.1% |
| 3Y | +45.4% | -38.1% | +83.5% | +63.4% |
| 5Y | +37.8% | -52.0% | +89.8% | +67.6% |
| All | +37.8% | -51.8% | +89.6% | +67.6% |
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