+113.0%
COP vs TTD
-84.7%
+197.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -11.5% | +5.2% | -16.7% | -11.8% |
| 30D | +5.0% | +6.9% | -2.0% | +4.5% |
| 3M | +17.5% | -26.8% | +44.3% | +19.1% |
| 6M | +16.2% | -46.1% | +62.4% | +19.8% |
| YTD | +48.8% | -65.9% | +114.7% | +57.4% |
| 1Y | +64.1% | -71.8% | +135.9% | +75.7% |
| 3Y | +25.7% | -83.3% | +109.0% | +33.9% |
| All | +113.0% | -84.7% | +197.7% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling