+318.5%
TPR vs COO
+48.2%
+270.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.8% |
| 7D | -2.3% | -2.2% | -0.1% | -1.2% |
| 30D | -23.0% | -7.0% | -16.0% | -20.0% |
| 3M | -12.5% | +12.2% | -24.7% | -18.1% |
| 6M | -21.4% | -15.1% | -6.3% | -14.8% |
| YTD | -3.5% | -15.1% | +11.6% | +4.5% |
| 1Y | +17.4% | +2.3% | +15.0% | +14.5% |
| 3Y | +291.3% | -23.7% | +314.9% | +325.8% |
| 5Y | +241.9% | -38.9% | +280.8% | +316.6% |
| All | +318.5% | +48.2% | +270.3% | +257.4% |
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