+131.2%
TLT vs COO
+1,137.8%
-1,006.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.1% |
| 7D | -0.4% | -2.2% | +1.8% | -0.5% |
| 30D | -0.6% | -7.0% | +6.4% | -1.0% |
| 3M | -2.7% | +12.2% | -14.9% | -2.1% |
| 6M | -5.6% | -15.1% | +9.5% | -6.4% |
| YTD | -2.8% | -15.1% | +12.3% | -3.6% |
| 1Y | -1.4% | +2.3% | -3.8% | -1.1% |
| 3Y | -1.6% | -23.7% | +22.1% | -2.5% |
| 5Y | -33.8% | -38.9% | +5.1% | -35.5% |
| 10Y | -21.1% | +49.9% | -71.1% | -15.9% |
| All | +131.2% | +1,137.8% | -1,006.6% | +201.1% |
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