+325.1%
COP vs TT
+899.5%
-574.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -0.8% | +1.6% | -2.4% | -1.5% |
| 30D | +15.6% | -7.3% | +22.9% | +19.0% |
| 3M | +14.3% | -2.6% | +16.9% | +14.2% |
| 6M | +17.0% | +5.9% | +11.1% | +11.4% |
| YTD | +47.4% | +15.4% | +32.0% | +34.4% |
| 1Y | +52.4% | +8.2% | +44.2% | +42.2% |
| 3Y | +20.8% | +122.7% | -101.8% | -25.1% |
| 5Y | +191.7% | +145.0% | +46.7% | +65.5% |
| 10Y | +325.1% | +893.7% | -568.7% | +3.1% |
| All | +325.1% | +899.5% | -574.4% | +3.1% |
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