+94.7%
COF vs TT
+91.4%
+3.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | -3.4% | +4.0% | -7.4% | -4.9% |
| 30D | +0.4% | -11.3% | +11.7% | +4.9% |
| 3M | -12.5% | -12.3% | -0.2% | -8.3% |
| 6M | +8.3% | -10.8% | +19.1% | +12.3% |
| YTD | -18.6% | +8.2% | -26.7% | -22.8% |
| 1Y | -8.6% | +1.5% | -10.1% | -10.9% |
| 3Y | +94.7% | +91.5% | +3.2% | +51.4% |
| All | +94.7% | +91.4% | +3.3% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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