+90.2%
TT vs COO
-25.3%
+115.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.6% |
| 7D | -2.0% | +4.7% | -6.7% | -2.7% |
| 30D | -14.0% | +13.9% | -27.9% | -15.8% |
| 3M | -15.9% | -14.9% | -0.9% | -13.8% |
| 6M | -17.3% | +2.0% | -19.3% | -18.3% |
| YTD | +4.0% | -23.9% | +27.9% | +8.7% |
| 1Y | -7.1% | -9.6% | +2.5% | -6.2% |
| 3Y | +90.2% | -25.4% | +115.7% | +93.4% |
| All | +90.2% | -25.3% | +115.6% | +93.4% |
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