+47.4%
TER vs COO
-12.3%
+59.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.4% |
| 7D | +14.4% | +0.5% | +13.9% | +14.4% |
| 30D | -30.6% | +14.2% | -44.7% | -30.6% |
| 3M | -39.2% | -18.2% | -21.0% | -38.2% |
| 6M | -31.3% | +5.3% | -36.6% | -36.9% |
| YTD | +29.1% | -23.6% | +52.6% | +44.2% |
| 1Y | +47.4% | -12.7% | +60.1% | +61.9% |
| All | +47.4% | -12.3% | +59.7% | +61.9% |
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 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