+4,492.0%
COP vs TT
+16,138.6%
-11,646.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +17.5% | -7.4% | +24.9% | +20.2% |
| 3M | +13.4% | -3.2% | +16.6% | +13.6% |
| 6M | +17.7% | +1.1% | +16.6% | +15.4% |
| YTD | +46.6% | +15.6% | +31.0% | +37.2% |
| 1Y | +44.6% | +9.2% | +35.4% | +37.4% |
| 3Y | +20.7% | +124.4% | -103.7% | -11.9% |
| 5Y | +185.0% | +138.0% | +47.0% | +99.6% |
| 10Y | +347.0% | +886.4% | -539.4% | +99.4% |
| All | +4,492.0% | +16,138.6% | -11,646.7% | +971.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling