+1,057.8%
TER vs COO
+40.1%
+1,017.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | +24.0% | -2.1% | +26.1% | +25.3% |
| 30D | -30.6% | +13.9% | -44.6% | -35.5% |
| 3M | -34.5% | -18.9% | -15.5% | -28.7% |
| 6M | -26.4% | +3.7% | -30.1% | -31.3% |
| YTD | +36.4% | -24.1% | +60.5% | +52.0% |
| 1Y | +47.4% | -14.2% | +61.6% | +52.9% |
| 3Y | +202.6% | -24.5% | +227.0% | +216.6% |
| 5Y | +83.9% | -40.4% | +124.3% | +119.7% |
| All | +1,057.8% | +40.1% | +1,017.7% | +791.6% |
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