+359.2%
COP vs TTD
+387.7%
-28.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.8% |
| 7D | -0.8% | +1.7% | -2.6% | -1.0% |
| 30D | +15.6% | +1.6% | +14.0% | +15.3% |
| 3M | +14.3% | -27.8% | +42.2% | +17.0% |
| 6M | +17.0% | -52.1% | +69.1% | +23.9% |
| YTD | +47.4% | -63.1% | +110.5% | +59.6% |
| 1Y | +52.4% | -73.1% | +125.5% | +69.7% |
| 3Y | +20.8% | -83.3% | +104.1% | +34.7% |
| 5Y | +191.7% | -80.6% | +272.3% | +201.1% |
| All | +359.2% | +387.7% | -28.4% | +245.3% |
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