+20.0%
COP vs TTD
-81.8%
+101.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.9% |
| 7D | +3.0% | +6.3% | -3.3% | +2.7% |
| 30D | +17.5% | -23.9% | +41.4% | +18.9% |
| 3M | +13.4% | -31.4% | +44.7% | +15.3% |
| 6M | +17.7% | -42.7% | +60.4% | +20.6% |
| YTD | +46.6% | -62.0% | +108.6% | +54.3% |
| 1Y | +44.6% | -72.2% | +116.8% | +55.4% |
| All | +20.0% | -81.8% | +101.8% | +22.3% |
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 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