-68.3%
TTD vs COF
-4.6%
-63.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +2.4% |
| 7D | -0.6% | -5.1% | +4.5% | +1.5% |
| 30D | +6.3% | -6.0% | +12.3% | +9.0% |
| 3M | -24.1% | +14.8% | -39.0% | -27.3% |
| 6M | -47.4% | +15.3% | -62.8% | -49.7% |
| YTD | -62.2% | -13.0% | -49.2% | -61.0% |
| 1Y | -68.3% | -5.7% | -62.6% | -68.3% |
| All | -68.3% | -4.6% | -63.7% | -68.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling