+132.2%
COP vs TTMI
+416.2%
-284.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.8% |
| 7D | +4.4% | +11.4% | -7.0% | +3.5% |
| 30D | 0.0% | -28.3% | +28.3% | +1.5% |
| 3M | +15.0% | -46.7% | +61.7% | +18.9% |
| 6M | +22.0% | -56.1% | +78.1% | +27.1% |
| YTD | +55.3% | +7.4% | +48.0% | +40.6% |
| 1Y | +64.1% | +17.4% | +46.7% | +45.3% |
| 3Y | +34.1% | +429.1% | -395.1% | -13.5% |
| All | +132.2% | +416.2% | -284.0% | +35.9% |
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