+8,486.3%
TPR vs COO
+1,420.1%
+7,066.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +7.6% |
| 7D | +13.9% | +5.3% | +8.6% | +11.5% |
| 30D | +14.9% | +12.5% | +2.4% | +9.6% |
| 3M | -15.4% | -15.1% | -0.2% | -10.5% |
| 6M | -4.5% | +3.7% | -8.2% | -7.1% |
| YTD | +6.0% | -22.5% | +28.5% | +15.7% |
| 1Y | +24.3% | -7.8% | +32.1% | +26.5% |
| 3Y | +412.8% | -24.1% | +436.9% | +447.0% |
| 5Y | +258.4% | -40.1% | +298.5% | +316.7% |
| 10Y | +396.8% | +44.7% | +352.1% | +318.8% |
| All | +8,486.3% | +1,420.1% | +7,066.2% | +3,053.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling