-19.5%
TRI vs COO
-27.8%
+8.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.2% | +4.4% | -0.5% |
| 7D | -8.4% | -9.0% | +0.6% | -6.5% |
| 30D | -6.5% | -16.8% | +10.4% | -2.8% |
| 3M | +18.6% | -7.5% | +26.1% | +21.0% |
| 6M | -10.4% | -16.3% | +5.8% | -7.3% |
| YTD | -23.7% | -22.5% | -1.2% | -20.1% |
| 1Y | -42.5% | -7.0% | -35.5% | -41.1% |
| All | -19.5% | -27.8% | +8.3% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling