+146.0%
TT vs COO
-38.8%
+184.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | 0.0% | -2.2% | +2.2% | +0.7% |
| 30D | -7.2% | -7.0% | -0.1% | -5.1% |
| 3M | -3.0% | +12.2% | -15.2% | -7.2% |
| 6M | +1.4% | -15.1% | +16.5% | +6.5% |
| YTD | +15.9% | -15.1% | +31.0% | +21.6% |
| 1Y | +9.4% | +2.3% | +7.1% | +7.0% |
| 3Y | +124.4% | -23.7% | +148.0% | +135.0% |
| All | +146.0% | -38.8% | +184.8% | +179.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling