-13.5%
TW vs COO
+4.1%
-17.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -2.3% | -2.2% | -0.1% | -2.1% |
| 30D | +3.9% | -7.0% | +10.9% | +4.8% |
| 3M | +5.7% | +12.2% | -6.5% | +4.2% |
| 6M | -14.5% | -15.1% | +0.6% | -11.7% |
| YTD | -0.9% | -15.1% | +14.2% | +2.3% |
| 1Y | -13.5% | +2.3% | -15.8% | -12.3% |
| All | -13.5% | +4.1% | -17.6% | -12.3% |
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