+631.8%
TEAM vs COO
+86.8%
+545.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.8% | -14.3% | -15.2% |
| 7D | -19.8% | +4.7% | -24.6% | -21.9% |
| 30D | -21.5% | +13.9% | -35.4% | -27.1% |
| 3M | +39.5% | -14.9% | +54.4% | +50.8% |
| 6M | +73.1% | +2.0% | +71.0% | +67.5% |
| YTD | -5.2% | -23.9% | +18.7% | +8.2% |
| 1Y | -1.6% | -9.6% | +8.1% | +1.0% |
| 3Y | -11.4% | -25.4% | +14.0% | -2.5% |
| 5Y | -65.1% | -41.2% | -23.9% | -55.8% |
| 10Y | +471.3% | +42.1% | +429.2% | +299.6% |
| All | +631.8% | +86.8% | +545.1% | +270.7% |
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