-76.7%
TE vs COO
-23.4%
-53.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.6% |
| 7D | -10.5% | +4.3% | -14.8% | -11.6% |
| 30D | -32.4% | +17.6% | -50.0% | -35.5% |
| 3M | -60.9% | -13.9% | -47.0% | -59.5% |
| 6M | -62.8% | +6.6% | -69.4% | -64.7% |
| YTD | -65.7% | -22.0% | -43.7% | -63.8% |
| 1Y | -39.9% | -8.8% | -31.1% | -40.2% |
| 3Y | +10.6% | -21.5% | +32.1% | +13.3% |
| 5Y | -79.7% | -41.0% | -38.7% | -78.4% |
| All | -76.7% | -23.4% | -53.3% | -75.4% |
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