+4,235.9%
KO vs TT
+16,138.6%
-11,902.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.0% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +1.4% | -7.2% | +8.6% | +2.9% |
| 3M | +15.4% | -3.0% | +18.4% | +15.6% |
| 6M | +14.3% | +1.4% | +12.9% | +13.1% |
| YTD | +27.7% | +15.9% | +11.8% | +22.7% |
| 1Y | +32.7% | +9.4% | +23.3% | +28.8% |
| 3Y | +62.2% | +124.4% | -62.2% | +32.7% |
| 5Y | +80.0% | +138.0% | -58.0% | +43.7% |
| 10Y | +175.6% | +886.4% | -710.8% | +62.0% |
| All | +4,235.9% | +16,138.6% | -11,902.7% | +1,075.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling