+320.3%
COP vs TT
+764.8%
-444.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.3% |
| 7D | -11.5% | -2.0% | -9.5% | -10.9% |
| 30D | +5.0% | -14.0% | +19.0% | +10.9% |
| 3M | +17.5% | -15.9% | +33.4% | +24.8% |
| 6M | +16.2% | -17.3% | +33.6% | +23.1% |
| YTD | +48.8% | +4.0% | +44.8% | +40.5% |
| 1Y | +64.1% | -7.1% | +71.2% | +62.7% |
| 3Y | +25.7% | +90.2% | -64.6% | -16.1% |
| 5Y | +114.4% | +131.1% | -16.8% | +22.6% |
| All | +320.3% | +764.8% | -444.5% | +12.2% |
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