+43.1%
COF vs TTMI
+830.4%
-787.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | -0.2% |
| 7D | -5.1% | +0.7% | -5.8% | -5.3% |
| 30D | -6.0% | -8.4% | +2.4% | -4.7% |
| 3M | +14.8% | -32.5% | +47.3% | +22.9% |
| 6M | +15.3% | +32.5% | -17.1% | +0.3% |
| YTD | -13.0% | +83.2% | -96.3% | -33.0% |
| 1Y | -5.7% | +161.7% | -167.4% | -37.6% |
| 3Y | +118.1% | +890.1% | -772.0% | -15.6% |
| All | +43.1% | +830.4% | -787.3% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling