-72.2%
TTD vs COO
+4.1%
-76.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.1% |
| 7D | +6.3% | -2.2% | +8.6% | +6.8% |
| 30D | -23.9% | -7.0% | -16.9% | -22.9% |
| 3M | -31.4% | +12.2% | -43.6% | -32.3% |
| 6M | -42.7% | -15.1% | -27.6% | -39.4% |
| YTD | -62.0% | -15.1% | -46.9% | -59.8% |
| 1Y | -72.2% | +2.3% | -74.5% | -71.5% |
| All | -72.2% | +4.1% | -76.3% | -71.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling