+356.6%
COP vs TTD
+401.9%
-45.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.7% |
| 7D | +3.0% | +6.3% | -3.3% | +2.4% |
| 30D | +17.5% | -23.9% | +41.4% | +19.9% |
| 3M | +13.4% | -31.4% | +44.7% | +16.6% |
| 6M | +17.7% | -42.7% | +60.4% | +22.4% |
| YTD | +46.6% | -62.0% | +108.6% | +58.3% |
| 1Y | +44.6% | -72.2% | +116.8% | +60.6% |
| 3Y | +20.7% | -81.9% | +102.6% | +33.5% |
| 5Y | +185.0% | -81.5% | +266.6% | +196.4% |
| All | +356.6% | +401.9% | -45.3% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling