-10.9%
TRI vs COO
-51.8%
+40.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.7% | +13.4% | +2.4% |
| 7D | -14.4% | -23.3% | +9.0% | -8.7% |
| 30D | -8.1% | -29.5% | +21.4% | +0.1% |
| 3M | +17.5% | -20.0% | +37.5% | +24.4% |
| 6M | -5.0% | -27.2% | +22.2% | +2.6% |
| YTD | -24.7% | -33.9% | +9.2% | -16.9% |
| 1Y | -41.5% | -19.9% | -21.6% | -38.2% |
| 3Y | -20.3% | -38.1% | +17.8% | -13.0% |
| 5Y | -10.9% | -52.0% | +41.0% | +2.1% |
| All | -10.9% | -51.8% | +40.9% | +2.1% |
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