+191.7%
COP vs TTMI
+840.7%
-649.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.3% |
| 7D | -0.8% | +12.2% | -13.0% | -1.8% |
| 30D | +15.6% | -5.7% | +21.3% | +15.9% |
| 3M | +14.3% | -27.5% | +41.8% | +16.6% |
| 6M | +17.0% | +47.1% | -30.2% | +8.1% |
| YTD | +47.4% | +87.5% | -40.0% | +29.8% |
| 1Y | +52.4% | +175.2% | -122.8% | +23.5% |
| 3Y | +20.8% | +901.9% | -881.1% | -24.9% |
| 5Y | +191.7% | +843.5% | -651.8% | +82.5% |
| All | +191.7% | +840.7% | -649.0% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling