+129.1%
TT vs COO
-23.4%
+152.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | -0.2% | -2.2% | +2.0% | +0.2% |
| 30D | -7.4% | -7.0% | -0.4% | -6.1% |
| 3M | -3.2% | +12.2% | -15.4% | -5.8% |
| 6M | +1.1% | -15.1% | +16.2% | +4.3% |
| YTD | +15.6% | -15.1% | +30.7% | +19.2% |
| 1Y | +9.2% | +2.3% | +6.8% | +7.9% |
| All | +129.1% | -23.4% | +152.5% | +137.0% |
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