+4,690.3%
COP vs TT
+15,274.0%
-10,583.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +3.4% | +8.1% | -4.7% | +0.8% |
| 30D | -0.6% | -11.3% | +10.7% | +2.9% |
| 3M | +10.8% | -11.2% | +21.9% | +14.3% |
| 6M | +19.6% | -8.9% | +28.5% | +21.4% |
| YTD | +52.9% | +9.7% | +43.2% | +44.8% |
| 1Y | +62.2% | +1.3% | +60.9% | +57.4% |
| 3Y | +32.4% | +93.4% | -61.0% | +1.7% |
| 5Y | +129.7% | +133.5% | -3.8% | +61.2% |
| 10Y | +331.8% | +739.9% | -408.2% | +101.4% |
| All | +4,690.3% | +15,274.0% | -10,583.6% | +1,031.8% |
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 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