-50.0%
TE vs COO
-23.9%
-26.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.2% | +3.3% | -1.2% |
| 7D | +15.0% | -9.0% | +24.0% | +17.9% |
| 30D | -7.5% | -16.8% | +9.3% | -2.9% |
| 3M | -42.0% | -7.5% | -34.5% | -41.4% |
| 6M | -31.4% | -16.3% | -15.1% | -28.8% |
| YTD | -26.5% | -22.5% | -3.9% | -21.8% |
| 1Y | +153.1% | -7.0% | +160.1% | +150.0% |
| 3Y | -20.7% | -27.5% | +6.8% | -15.7% |
| 5Y | -45.4% | -43.3% | -2.1% | -41.7% |
| All | -50.0% | -23.9% | -26.1% | -46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling