+1,248.0%
COP vs TTMI
+278.7%
+969.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.0% | -7.3% | +0.5% |
| 7D | +0.7% | +7.2% | -6.6% | -0.6% |
| 30D | +0.2% | -28.7% | +28.9% | +3.2% |
| 3M | +10.2% | -39.8% | +50.0% | +15.1% |
| 6M | +20.1% | -51.7% | +71.8% | +27.1% |
| YTD | +50.5% | +14.1% | +36.5% | +37.8% |
| 1Y | +56.8% | +16.0% | +40.8% | +42.2% |
| 3Y | +30.3% | +452.7% | -422.4% | -8.1% |
| 5Y | +126.8% | +451.5% | -324.7% | +56.8% |
| 10Y | +325.0% | +443.1% | -118.2% | +188.5% |
| All | +1,248.0% | +278.7% | +969.3% | +646.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling