+91.9%
TT vs COO
-22.2%
+114.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | +0.8% | +4.5% | -3.7% | +0.1% |
| 30D | -11.8% | +16.9% | -28.7% | -14.0% |
| 3M | -11.6% | -16.7% | +5.1% | -9.0% |
| 6M | -9.3% | +5.9% | -15.3% | -10.9% |
| YTD | +8.9% | -22.4% | +31.3% | +13.5% |
| 1Y | -2.2% | -10.1% | +7.9% | -1.0% |
| 3Y | +91.9% | -22.8% | +114.7% | +94.8% |
| All | +91.9% | -22.2% | +114.1% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling