+18.3%
TMO vs COO
-38.4%
+56.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.7% | +14.3% | +4.6% |
| 7D | -2.5% | -23.3% | +20.8% | +6.5% |
| 30D | -0.3% | -29.5% | +29.2% | +12.2% |
| 3M | +25.3% | -20.0% | +45.2% | +34.3% |
| 6M | +20.9% | -27.2% | +48.1% | +34.0% |
| YTD | +4.3% | -33.9% | +38.2% | +19.5% |
| 1Y | +27.0% | -19.9% | +47.0% | +35.7% |
| All | +18.3% | -38.4% | +56.6% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling