+359.4%
TPR vs COO
+41.7%
+317.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | +6.4% | -2.3% | +8.7% | +7.6% |
| 30D | +13.8% | +13.3% | +0.5% | +6.6% |
| 3M | -16.6% | -18.1% | +1.5% | -8.5% |
| 6M | +0.7% | +6.7% | -6.0% | -4.7% |
| YTD | +5.3% | -23.2% | +28.6% | +18.9% |
| 1Y | +32.4% | -12.3% | +44.6% | +38.8% |
| 3Y | +406.4% | -23.6% | +429.9% | +440.6% |
| 5Y | +227.9% | -38.7% | +266.6% | +293.4% |
| All | +359.4% | +41.7% | +317.7% | +279.5% |
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