+32.4%
TPR vs COO
-11.7%
+44.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | +6.4% | -2.3% | +8.7% | +7.2% |
| 30D | +13.8% | +13.3% | +0.5% | +8.8% |
| 3M | -16.6% | -18.1% | +1.5% | -9.4% |
| 6M | +0.7% | +6.7% | -6.0% | -4.3% |
| YTD | +5.3% | -23.2% | +28.6% | +20.2% |
| 1Y | +32.4% | -12.3% | +44.6% | +44.6% |
| All | +32.4% | -11.7% | +44.1% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling