+383.3%
TPR vs COO
+38.3%
+345.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | 0.0% |
| 7D | +12.1% | +4.5% | +7.6% | +9.5% |
| 30D | +16.7% | +16.9% | -0.2% | +7.6% |
| 3M | -17.4% | -16.7% | -0.7% | -10.2% |
| 6M | +2.3% | +5.9% | -3.7% | -2.8% |
| YTD | +7.1% | -22.4% | +29.6% | +20.2% |
| 1Y | +29.5% | -10.1% | +39.6% | +34.0% |
| 3Y | +415.0% | -22.8% | +437.8% | +447.0% |
| 5Y | +261.5% | -41.4% | +302.9% | +343.6% |
| 10Y | +383.3% | +41.3% | +342.1% | +324.4% |
| All | +383.3% | +38.3% | +345.0% | +324.4% |
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