-34.5%
TLT vs COO
-40.4%
+5.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.5% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | +1.0% | +14.2% | -13.1% | -0.2% |
| 3M | -2.7% | -18.2% | +15.5% | -1.1% |
| 6M | -4.1% | +5.3% | -9.5% | -4.9% |
| YTD | -5.4% | -23.6% | +18.2% | -3.3% |
| 1Y | -7.0% | -12.7% | +5.7% | -6.3% |
| 3Y | +2.8% | -24.2% | +27.0% | +4.3% |
| All | -34.5% | -40.4% | +5.8% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling