-41.3%
TE vs COO
-39.5%
-1.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.7% | +12.7% | +11.1% |
| 7D | +18.2% | -2.3% | +20.5% | +19.2% |
| 30D | -13.5% | -8.8% | -4.7% | -10.6% |
| 3M | -44.6% | +1.3% | -45.9% | -46.0% |
| 6M | -24.7% | -11.6% | -13.1% | -22.2% |
| YTD | -24.3% | -17.4% | -6.8% | -19.3% |
| 1Y | +155.6% | -1.6% | +157.2% | +144.5% |
| 3Y | -18.3% | -22.6% | +4.4% | -14.5% |
| 5Y | -41.3% | -40.3% | -1.0% | -32.2% |
| All | -41.3% | -39.5% | -1.8% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling