+500.3%
TTD vs COO
+40.1%
+460.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.4% |
| 7D | +20.8% | -2.1% | +22.8% | +22.7% |
| 30D | +27.1% | +13.9% | +13.2% | +16.6% |
| 3M | +14.7% | -18.9% | +33.6% | +30.4% |
| 6M | -26.8% | +3.7% | -30.6% | -31.2% |
| YTD | -59.2% | -24.1% | -35.1% | -52.2% |
| 1Y | -64.7% | -14.2% | -50.5% | -62.4% |
| 3Y | -75.8% | -24.5% | -51.4% | -75.1% |
| 5Y | -84.6% | -40.4% | -44.2% | -79.7% |
| All | +500.3% | +40.1% | +460.3% | +351.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling