+7,529.4%
TDY vs COO
+1,732.3%
+5,797.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 3M | -4.4% | -18.2% | +13.8% | +1.1% |
| 6M | +1.2% | +5.3% | -4.1% | -2.1% |
| YTD | +26.0% | -23.6% | +49.6% | +35.5% |
| 1Y | +27.4% | -12.7% | +40.1% | +30.9% |
| 3Y | +67.5% | -24.2% | +91.7% | +75.8% |
| 5Y | +44.9% | -40.0% | +84.9% | +62.2% |
| 10Y | +440.9% | +41.6% | +399.4% | +360.3% |
| All | +7,529.4% | +1,732.3% | +5,797.1% | +3,149.8% |
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