+57.2%
COP vs TTD
-66.1%
+123.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +15.5% | -16.8% | -0.8% |
| 7D | -8.4% | +19.0% | -27.4% | -7.9% |
| 30D | +0.3% | +23.6% | -23.3% | +0.9% |
| 3M | +15.1% | +8.2% | +6.9% | +15.8% |
| 6M | +19.8% | -35.3% | +55.1% | +21.1% |
| YTD | +46.8% | -60.7% | +107.5% | +54.3% |
| All | +57.2% | -66.1% | +123.3% | +68.9% |
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