-65.7%
TE vs COO
+5.7%
-71.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.6% | -9.0% | -9.9% |
| 7D | -26.9% | +4.5% | -31.4% | -24.8% |
| 30D | -38.9% | +16.9% | -55.9% | -33.1% |
| 3M | -61.0% | -16.7% | -44.3% | -68.1% |
| All | -65.7% | +5.7% | -71.4% | -53.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling