+186.4%
COP vs TT
+140.2%
+46.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +17.5% | -7.2% | +24.6% | +18.4% |
| 3M | +13.4% | -3.0% | +16.3% | +13.3% |
| 6M | +17.7% | +1.4% | +16.4% | +16.6% |
| YTD | +46.6% | +15.9% | +30.7% | +41.6% |
| 1Y | +44.6% | +9.4% | +35.2% | +40.8% |
| 3Y | +20.7% | +124.4% | -103.7% | +3.4% |
| All | +186.4% | +140.2% | +46.2% | +141.9% |
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