+199.8%
TER vs COO
+4.1%
+195.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +5.5% |
| 7D | +0.6% | -2.2% | +2.8% | +0.6% |
| 30D | -8.3% | -7.0% | -1.3% | -8.2% |
| 3M | -12.2% | +12.2% | -24.5% | -16.0% |
| 6M | +17.0% | -15.1% | +32.1% | +22.7% |
| YTD | +84.6% | -15.1% | +99.7% | +94.2% |
| 1Y | +199.8% | +2.3% | +197.5% | +208.0% |
| All | +199.8% | +4.1% | +195.7% | +208.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling