+376.4%
TTD vs COF
+250.4%
+126.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +2.3% |
| 7D | -0.6% | -5.1% | +4.5% | +2.2% |
| 30D | +6.3% | -6.0% | +12.3% | +9.9% |
| 3M | -24.1% | +14.8% | -39.0% | -29.6% |
| 6M | -47.4% | +15.3% | -62.8% | -51.5% |
| YTD | -62.2% | -13.0% | -49.2% | -59.8% |
| 1Y | -68.3% | -5.7% | -62.6% | -67.9% |
| 3Y | -83.4% | +118.1% | -201.6% | -89.8% |
| 5Y | -80.3% | +46.2% | -126.5% | -85.2% |
| All | +376.4% | +250.4% | +126.1% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 10y: compounded portfolio wealth divided by compounded COF 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…
10y analysis · Full analysis span regression · 6 months rolling