-53.2%
TE vs COO
-16.6%
-36.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | -4.0% | -2.2% | -1.7% | -3.3% |
| 30D | -15.9% | -7.0% | -8.9% | -14.4% |
| 3M | -60.5% | +12.2% | -72.8% | -62.7% |
| 6M | -35.2% | -15.1% | -20.1% | -32.5% |
| YTD | -31.1% | -15.1% | -16.0% | -28.5% |
| 1Y | +148.6% | +2.3% | +146.3% | +139.3% |
| 3Y | -26.4% | -23.7% | -2.7% | -22.6% |
| 5Y | -48.0% | -38.9% | -9.1% | -45.8% |
| All | -53.2% | -16.6% | -36.6% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling