+53.3%
COP vs TT
+8.2%
+45.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.0% |
| 7D | -0.5% | +1.4% | -1.9% | -0.2% |
| 30D | +11.7% | -6.7% | +18.4% | +10.4% |
| 3M | +17.7% | -5.4% | +23.1% | +17.0% |
| 6M | +18.3% | +4.4% | +13.9% | +18.5% |
| YTD | +49.1% | +14.9% | +34.1% | +48.8% |
| 1Y | +53.3% | +9.3% | +44.1% | +50.8% |
| All | +53.3% | +8.2% | +45.1% | +50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling