+132.2%
COP vs TT
+131.0%
+1.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.7% |
| 7D | +4.4% | +4.0% | +0.4% | +4.0% |
| 30D | 0.0% | -11.3% | +11.3% | +1.1% |
| 3M | +15.0% | -12.3% | +27.3% | +16.5% |
| 6M | +22.0% | -10.8% | +32.8% | +22.9% |
| YTD | +55.3% | +8.2% | +47.2% | +50.8% |
| 1Y | +64.1% | +1.5% | +62.7% | +61.1% |
| 3Y | +34.1% | +91.5% | -57.4% | +16.8% |
| All | +132.2% | +131.0% | +1.2% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling