+130.4%
TLT vs COO
+1,009.2%
-878.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.1% |
| 7D | +0.1% | +4.7% | -4.6% | +0.3% |
| 30D | +6.2% | +13.9% | -7.7% | +6.9% |
| 3M | -0.3% | -14.9% | +14.6% | -1.1% |
| 6M | -3.4% | +2.0% | -5.4% | -3.1% |
| YTD | -3.1% | -23.9% | +20.8% | -4.4% |
| 1Y | -5.2% | -9.6% | +4.4% | -5.5% |
| 3Y | +6.5% | -25.4% | +31.9% | +5.5% |
| 5Y | -34.7% | -41.2% | +6.5% | -36.3% |
| 10Y | -17.6% | +42.1% | -59.7% | -12.2% |
| All | +130.4% | +1,009.2% | -878.8% | +198.5% |
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