-80.5%
TE vs COO
-24.9%
-55.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.2% |
| 7D | -19.1% | +0.5% | -19.5% | -19.2% |
| 30D | -34.1% | +14.2% | -48.3% | -36.6% |
| 3M | -60.1% | -18.2% | -41.9% | -58.1% |
| 6M | -66.0% | +5.3% | -71.3% | -67.6% |
| YTD | -71.4% | -23.6% | -47.8% | -69.6% |
| 1Y | -45.3% | -12.7% | -32.6% | -44.8% |
| 3Y | +9.1% | -24.2% | +33.3% | +13.1% |
| 5Y | -82.6% | -40.0% | -42.6% | -81.4% |
| All | -80.5% | -24.9% | -55.7% | -79.4% |
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