+1,671.4%
TER vs COO
+48.2%
+1,623.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.2% |
| 7D | +0.6% | -2.2% | +2.8% | +1.7% |
| 30D | -8.3% | -7.0% | -1.3% | -5.2% |
| 3M | -12.2% | +12.2% | -24.4% | -19.5% |
| 6M | +17.1% | -15.1% | +32.2% | +25.6% |
| YTD | +84.7% | -15.1% | +99.8% | +98.0% |
| 1Y | +199.9% | +2.3% | +197.6% | +187.3% |
| 3Y | +232.8% | -23.7% | +256.4% | +256.8% |
| 5Y | +198.6% | -38.9% | +237.5% | +259.9% |
| All | +1,671.4% | +48.2% | +1,623.2% | +1,309.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling