-5.1%
COF vs TTMI
+9.6%
-14.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.1% | +9.0% | -0.7% |
| 7D | +0.7% | -19.2% | +19.9% | +1.6% |
| 30D | +5.7% | -44.9% | +50.6% | +8.4% |
| 3M | -6.7% | -44.7% | +38.0% | -4.6% |
| 6M | +9.5% | -53.4% | +62.9% | +12.2% |
| YTD | -13.9% | +6.3% | -20.2% | -17.1% |
| 1Y | -5.1% | +10.7% | -15.8% | -9.6% |
| All | -5.1% | +9.6% | -14.7% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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