+20.8%
COP vs TTMI
+857.4%
-836.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.4% |
| 7D | -0.8% | +12.2% | -13.0% | -1.4% |
| 30D | +15.6% | -5.7% | +21.3% | +15.8% |
| 3M | +14.3% | -27.5% | +41.8% | +15.9% |
| 6M | +17.0% | +47.1% | -30.2% | +9.8% |
| YTD | +47.4% | +87.5% | -40.0% | +32.4% |
| 1Y | +52.4% | +175.2% | -122.8% | +25.9% |
| 3Y | +20.8% | +901.9% | -881.1% | -19.1% |
| All | +20.8% | +857.4% | -836.6% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling