+29.2%
TPR vs COO
-13.9%
+43.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.1% |
| 7D | -1.1% | -2.1% | +0.9% | -0.4% |
| 30D | +15.1% | +13.9% | +1.2% | +10.0% |
| 3M | -13.4% | -18.9% | +5.5% | -5.6% |
| 6M | +1.4% | +3.7% | -2.4% | -2.2% |
| YTD | +4.8% | -24.1% | +28.9% | +20.0% |
| 1Y | +29.2% | -14.2% | +43.4% | +41.5% |
| All | +29.2% | -13.9% | +43.1% | +41.5% |
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 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