+44.6%
COP vs TTMI
+171.3%
-126.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -9.9% | -0.7% |
| 7D | +3.0% | +5.9% | -2.9% | +3.3% |
| 30D | +17.5% | -4.3% | +21.8% | +17.4% |
| 3M | +13.4% | -32.0% | +45.4% | +12.4% |
| 6M | +17.7% | +19.5% | -1.7% | +18.6% |
| YTD | +46.6% | +82.0% | -35.4% | +46.3% |
| 1Y | +44.6% | +172.6% | -128.0% | +38.0% |
| All | +44.6% | +171.3% | -126.7% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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