+902.6%
TT vs COO
+48.2%
+854.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | 0.0% | -2.2% | +2.2% | +0.8% |
| 30D | -7.2% | -7.0% | -0.1% | -4.7% |
| 3M | -3.0% | +12.2% | -15.2% | -7.9% |
| 6M | +1.4% | -15.1% | +16.5% | +7.2% |
| YTD | +15.9% | -15.1% | +31.0% | +22.4% |
| 1Y | +9.4% | +2.3% | +7.1% | +6.6% |
| 3Y | +124.4% | -23.7% | +148.0% | +136.7% |
| 5Y | +138.0% | -38.9% | +176.9% | +172.4% |
| All | +902.6% | +48.2% | +854.4% | +742.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling