+139.2%
TT vs COO
-41.3%
+180.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +3.5% | -2.3% | +5.8% | +4.2% |
| 30D | -11.0% | +13.3% | -24.3% | -14.4% |
| 3M | -12.0% | -18.1% | +6.1% | -7.1% |
| 6M | -10.4% | +6.7% | -17.1% | -13.7% |
| YTD | +9.9% | -23.2% | +33.1% | +18.1% |
| 1Y | +1.5% | -12.3% | +13.8% | +3.9% |
| 3Y | +93.7% | -23.6% | +117.3% | +97.1% |
| 5Y | +139.2% | -38.7% | +177.9% | +168.1% |
| All | +139.2% | -41.3% | +180.6% | +168.1% |
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