+256.1%
TPR vs COO
-41.6%
+297.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.2% |
| 7D | +14.2% | +4.7% | +9.5% | +11.9% |
| 30D | +17.1% | +13.9% | +3.2% | +10.5% |
| 3M | -17.7% | -14.9% | -2.8% | -12.3% |
| 6M | -10.2% | +2.0% | -12.2% | -12.5% |
| YTD | +4.9% | -23.9% | +28.8% | +17.2% |
| 1Y | +36.1% | -9.6% | +45.8% | +40.3% |
| 3Y | +416.5% | -25.4% | +441.9% | +449.6% |
| All | +256.1% | -41.6% | +297.7% | +312.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling