+365.8%
TTD vs COF
+259.9%
+105.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.3% | -1.5% |
| 7D | +1.7% | +1.2% | +0.5% | +1.2% |
| 30D | +1.6% | -1.4% | +3.0% | +2.4% |
| 3M | -27.8% | +19.0% | -46.9% | -34.3% |
| 6M | -52.1% | +14.9% | -67.0% | -55.7% |
| YTD | -63.1% | -10.7% | -52.4% | -61.3% |
| 1Y | -73.1% | -1.3% | -71.8% | -73.4% |
| 3Y | -83.3% | +124.3% | -207.6% | -89.9% |
| 5Y | -80.6% | +51.1% | -131.7% | -85.7% |
| All | +365.8% | +259.9% | +105.9% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling