+7,071.3%
TDY vs COO
+1,879.7%
+5,191.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | 0.0% |
| 7D | -0.9% | -2.3% | +1.4% | -0.2% |
| 30D | -12.5% | -8.8% | -3.7% | -9.9% |
| 3M | -1.2% | +1.3% | -2.5% | -2.0% |
| 6M | -6.6% | -11.6% | +5.0% | -3.3% |
| YTD | +18.5% | -17.4% | +35.9% | +25.3% |
| 1Y | +10.8% | -1.6% | +12.4% | +10.3% |
| 3Y | +47.5% | -22.6% | +70.1% | +55.0% |
| 5Y | +35.8% | -40.3% | +76.1% | +53.5% |
| 10Y | +459.0% | +45.2% | +413.8% | +374.9% |
| All | +7,071.3% | +1,879.7% | +5,191.6% | +2,905.7% |
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 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