+1,001.8%
TER vs COO
+40.7%
+961.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.5% | +10.2% | +11.5% |
| 7D | -5.8% | +4.3% | -10.0% | -7.7% |
| 30D | -38.9% | +17.6% | -56.5% | -44.0% |
| 3M | -35.1% | -13.9% | -21.2% | -31.5% |
| 6M | -31.6% | +6.6% | -38.1% | -37.0% |
| YTD | +27.2% | -22.0% | +49.2% | +39.9% |
| 1Y | +35.2% | -8.8% | +44.0% | +35.9% |
| 3Y | +192.8% | -21.5% | +214.3% | +200.5% |
| 5Y | +72.4% | -41.0% | +113.4% | +107.3% |
| 10Y | +1,001.8% | +40.9% | +961.0% | +798.3% |
| All | +1,001.8% | +40.7% | +961.1% | +798.3% |
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