+116.9%
COF vs TTMI
+844.7%
-727.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.5% |
| 7D | -6.1% | +6.0% | -12.1% | -7.0% |
| 30D | -5.2% | -6.4% | +1.3% | -4.5% |
| 3M | +17.0% | -28.9% | +45.9% | +22.0% |
| 6M | +12.9% | +26.9% | -14.0% | +1.9% |
| YTD | -13.5% | +77.3% | -90.8% | -29.4% |
| 1Y | -5.9% | +147.5% | -153.4% | -32.5% |
| All | +116.9% | +844.7% | -727.8% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling