+62.4%
KO vs TT
+120.7%
-58.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.8% | +1.4% | -2.2% | -0.8% |
| 30D | +0.8% | -6.7% | +7.4% | +0.8% |
| 3M | +8.3% | -5.4% | +13.8% | +8.2% |
| 6M | +14.0% | +4.4% | +9.7% | +13.4% |
| YTD | +26.9% | +14.9% | +12.0% | +25.8% |
| 1Y | +32.7% | +9.3% | +23.4% | +31.7% |
| All | +62.4% | +120.7% | -58.3% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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