+5,862.7%
COF vs TT
+10,261.9%
-4,399.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.9% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | -0.6% | -7.2% | +6.6% | +4.1% |
| 3M | +20.3% | -3.0% | +23.3% | +21.8% |
| 6M | +13.0% | +1.4% | +11.7% | +10.5% |
| YTD | -8.3% | +15.9% | -24.2% | -18.2% |
| 1Y | -1.5% | +9.4% | -10.9% | -9.3% |
| 3Y | +122.3% | +124.4% | -2.1% | +24.5% |
| 5Y | +52.5% | +138.0% | -85.5% | -19.2% |
| 10Y | +264.9% | +886.4% | -621.5% | -20.9% |
| All | +5,862.7% | +10,261.9% | -4,399.2% | +233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling