+148.6%
TE vs COO
+4.1%
+144.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +0.6% |
| 7D | -4.0% | -2.2% | -1.7% | -5.1% |
| 30D | -15.9% | -7.0% | -8.9% | -18.6% |
| 3M | -60.5% | +12.2% | -72.8% | -58.4% |
| 6M | -35.2% | -15.1% | -20.1% | -30.6% |
| YTD | -31.1% | -15.1% | -16.0% | -25.9% |
| 1Y | +148.6% | +2.3% | +146.3% | +164.8% |
| All | +148.6% | +4.1% | +144.5% | +164.8% |
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 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