+60.7%
COP vs TTD
-72.7%
+133.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.9% | -8.0% | -5.1% |
| 7D | -8.1% | +3.7% | -11.8% | -8.0% |
| 30D | +6.7% | +10.4% | -3.8% | +6.8% |
| 3M | +16.9% | -31.6% | +48.5% | +16.8% |
| 6M | +11.2% | -45.1% | +56.3% | +12.2% |
| YTD | +49.5% | -65.1% | +114.7% | +56.2% |
| 1Y | +60.7% | -72.0% | +132.7% | +71.9% |
| All | +60.7% | -72.7% | +133.3% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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