+298.3%
COP vs TT
+782.6%
-484.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -6.0% | -3.1% |
| 7D | -8.4% | +1.7% | -10.2% | -9.1% |
| 30D | +0.3% | -11.8% | +12.1% | +4.8% |
| 3M | +15.1% | -12.6% | +27.7% | +20.4% |
| 6M | +19.8% | -9.4% | +29.1% | +22.0% |
| YTD | +46.8% | +8.8% | +38.0% | +36.2% |
| 1Y | +59.7% | -2.5% | +62.3% | +55.3% |
| 3Y | +28.7% | +95.7% | -67.0% | -14.7% |
| 5Y | +110.7% | +135.7% | -25.0% | +20.6% |
| 10Y | +298.3% | +750.6% | -452.3% | +8.7% |
| All | +298.3% | +782.6% | -484.3% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling