+34.1%
COP vs TTD
-75.6%
+109.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.5% |
| 7D | +4.4% | +21.3% | -16.9% | +3.5% |
| 30D | 0.0% | +28.7% | -28.8% | -1.3% |
| 3M | +15.0% | +7.7% | +7.3% | +14.6% |
| 6M | +22.0% | -23.5% | +45.5% | +23.4% |
| YTD | +55.3% | -58.7% | +114.0% | +63.5% |
| 1Y | +64.1% | -63.4% | +127.6% | +74.3% |
| 3Y | +34.1% | -75.3% | +109.4% | +34.1% |
| All | +34.1% | -75.6% | +109.6% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling