+8,410.9%
TER vs COO
+5,456.7%
+2,954.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.4% | -13.8% | -15.1% |
| 7D | -28.2% | +5.3% | -33.4% | -28.7% |
| 30D | -50.6% | +12.5% | -63.1% | -51.4% |
| 3M | -45.3% | -15.1% | -30.2% | -44.5% |
| 6M | -40.4% | +3.7% | -44.1% | -41.2% |
| YTD | +10.0% | -22.5% | +32.5% | +12.8% |
| 1Y | +13.6% | -7.8% | +21.4% | +13.8% |
| 3Y | +145.2% | -24.1% | +169.3% | +150.2% |
| 5Y | +50.4% | -40.1% | +90.4% | +58.1% |
| 10Y | +882.9% | +44.7% | +838.2% | +845.6% |
| All | +8,410.9% | +5,456.7% | +2,954.2% | +6,924.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling