+329.9%
COP vs TTD
+505.0%
-175.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.9% |
| 7D | +3.4% | +20.8% | -17.4% | +1.5% |
| 30D | -0.6% | +27.1% | -27.7% | -3.0% |
| 3M | +10.8% | +14.7% | -3.9% | +8.9% |
| 6M | +19.6% | -26.8% | +46.4% | +21.8% |
| YTD | +52.9% | -59.2% | +112.2% | +64.0% |
| 1Y | +62.2% | -64.7% | +126.9% | +76.3% |
| 3Y | +32.4% | -75.8% | +108.2% | +42.7% |
| 5Y | +129.7% | -84.6% | +214.3% | +146.7% |
| All | +329.9% | +505.0% | -175.1% | +195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling