+356.2%
TPR vs COO
+41.1%
+315.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +15.1% | +14.2% | +1.0% | +7.4% |
| 3M | +3.5% | -18.2% | +21.7% | +13.7% |
| 6M | +0.4% | +5.3% | -4.9% | -4.2% |
| YTD | +4.6% | -23.6% | +28.2% | +18.3% |
| 1Y | +33.1% | -12.7% | +45.8% | +39.9% |
| 3Y | +396.0% | -24.2% | +420.2% | +431.9% |
| 5Y | +230.3% | -40.0% | +270.3% | +301.2% |
| All | +356.2% | +41.1% | +315.1% | +277.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling